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Quantitative Risk Manager

Selby Jennings Buyside
Los Angeles, USA
Closing date
Nov 15, 2022

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Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
A Top Asset Manager in Southern California with an AUM around ~475 billion is hiring for a Quantitative Risk Manager to be responsible for quantitative modeling and risk management of the firm's fixed income strategies and portfolios from both a business-facing and hands-on quantitative perspective.

The role will mainly cover the fixed income and securities books of business, assisting the firm in analyzing risk across a wide variety of financial products. This hire will be responsible for developing quantitative risk and pricing models for the firm's fixed income assets, developing models for corporate credit and loans to assess the probability of default, monitoring risk alongside Portfolio Managers, conducting quantitative research in risk across strategies and portfolios as well as implementing this research into new investment strategies. Additionally, the candidate will roll directly up to the firm's Head of Risk.

Ideally, the firm is looking for experienced quantitative risk analysts or risk managers with hands-on experience in factor modeling and around 3-5 years of industry experience in a relevant quantitative field. Given the constant interaction with the investments team and the Head of the Group, excellent soft skills are needed as well.

  • Developing pricing and quantitative risk models for fixed income, corporate credit and loans
  • Monitoring risk in strategies and portfolios alongside PMs
  • Conducting quantitative research in risk across strategies and portfolios and implementing them into new investment strategies
  • Representing the firm and risk team on all client meetings

  • 3-5+ years of industry experience as a quantitative analyst or quantitative risk manager in finance
  • Prior experience in risk-factor modeling and developing models for corporate credit and loans
  • Strong programming skills in Python or R
  • Higher education degree in a relevant quantitative field

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