QUANT RISK ANALYST - CREDIT
Selby Jennings•New York, NY
463d
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About The Position
The Quant Risk Analyst position at a pioneering multi-billion dollar Credit Hedge Fund in NYC is a newly created role aimed at enhancing the fund's quantitative risk capabilities. The analyst will work closely with front office quants and portfolio managers to develop custom risk and pricing models, providing analytics that influence portfolio construction and hedge strategies. This role combines quantitative analysis with investment strategy, making it integral to the fund's operations.
