Quantitative Risk Analyst

Total Compensation is targeted at $175K - $225K. To be determined based on candidate's credentials, experiences, and potential value to the department / firm.

Quantitative Risk Analyst

Position Overview

Our client is a leading, privately held US-based alternative investment firm with a 20+ year track record (~$18 billion AUM). They serve a global institutional investor base from their LA headquarters, supported by a scaled and integrated investment platform.

The firm invests across public and private markets with a focus on corporate credit, private credit, liquid credit, asset-backed finance, and opportunistic strategies. Guided by disciplined underwriting, broad research resources, and strong institutional relationships, the firm provides flexible and solutions-oriented capital to pensions, insurers, endowments, sovereign wealth funds, and family offices.

As they continue to expand, they are seeking to hire a Quantitative Risk Analyst who will play a key role within the team responsible for monitoring and evaluating portfolio risk across the firm’s strategies. This individual will contribute to producing detailed assessments of exposures, executing advanced analytical work, and shaping quantitative tools used in daily risk oversight. The role is well-suited for someone who values ownership, collaboration, and direct engagement with investment professionals and portfolio construction processes.

Success in this position will draw on a combination of technical rigor, intellectual curiosity, and strong analytical discipline. While a background in fixed income is certainly helpful, the most critical attributes include the ability to distill complex information, apply quantitative reasoning at a high level, and deliver consistently accurate analysis. The group encourages thoughtful innovation in improving systems and models while maintaining a high bar for precision in ongoing risk reporting and review.

Responsibilities will include (but not be limited to):

• Develop, enhance, and maintain quantitative models and stress-testing frameworks used to evaluate fixed income portfolio exposures and identify potential areas of concern.
• Run scenario analyses and tail-risk evaluations to understand portfolio behavior under challenging or extreme market environments.
• Conduct frequent reviews of portfolio holdings to surface concentration patterns, performance developments, sector-level risk drivers, and new or emerging exposures. Monitor key indicators such as counterparty measures, Value-at-Risk, and stress-scenario outputs.
• Confirm accuracy and consistency of fixed income calculations, including yields, spreads, durations, and related sensitivity measures.
• Perform post-trade P&L attribution to pinpoint realized drivers of return and risk.
• Work closely with investment professionals to integrate risk insights into portfolio strategy discussions and decision-making processes.
• Engage with portfolio managers and research teams to interpret portfolio characteristics, support risk-aware construction decisions, and present quantitative findings in a clear and digestible way.
• Produce comprehensive documentation covering model frameworks, methodologies, assumptions, and validation processes for internal review, oversight, and potential regulatory requirements.
• Respond to questions from internal stakeholders—including client service, investment teams, and risk colleagues—as well as external clients regarding quantitative methods and risk approaches.
• Conduct ad-hoc analyses on new trades, strategies, or exposures, evaluate their influence on the firm’s aggregate risk posture, and support research initiatives tied to evolving market dynamics.

Qualifications

• Graduate-level academic training (Master’s or PhD) in a quantitative discipline such as Finance, Econometrics, Mathematics, Engineering, or another STEM-aligned field.
• 2-5 years of experience in a quantitative risk function within an asset manager, hedge fund, or investment bank, with meaningful exposure to fixed income and credit markets.
• Practical experience assessing fixed income securities, credit strategies, and securitized products.
• Strong knowledge of financial markets, derivatives, alternative investment strategies, and foundational risk measures such as VaR, scenario analysis, and sensitivity metrics.
• Advanced analytical and empirical skills with strong technical orientation.
• Experience with risk or portfolio-analytics systems (e.g., Aladdin, Murex) is helpful.
• Proficiency with programming and analytical tools—including Excel/VBA, SQL, Python, and Bloomberg.
• Excellent written and verbal communication skills with the ability to articulate complex quantitative concepts clearly.
• Strong problem-solving skills, sound judgment, and meticulous attention to detail.
• Ability to balance multiple priorities, operate independently, and perform effectively in a fast-paced environment.