Job Description

Job Description

A leading institutional investment platform is seeking a Quantitative Associate to join its Portfolio Management team, supporting the oversight of a diversified credit investment portfolio. This individual will work directly with the Lead Portfolio Manager on portfolio construction, asset allocation, risk analytics, and optimization across private and public credit strategies.

The ideal candidate has strong technical capabilities, a deep understanding of portfolio theory, and hands-on experience supporting investment decision-making within an asset manager, insurance company, or advanced credit-focused investment team.

Key Responsibilities

• Support the Lead Portfolio Manager on all aspects of portfolio construction, asset allocation, optimization, and risk budgeting.
• Develop and enhance quantitative models, tools, and dashboards to evaluate portfolio performance, exposures, factor sensitivities, and scenario analysis.
• Build analytics to support investment decisions across structured credit, corporate credit, private credit, and multi-asset credit portfolios.
• Conduct portfolio optimization analyses including capital allocation, yield/risk trade-offs, liability-aware investing, and regulatory constraints.
• Partner with PMs, traders, and risk management to integrate data, improve analytics pipelines, and ensure accuracy of exposures and risk metrics.
• Automate and scale reporting processes across performance attribution, liquidity forecasting, and forward-looking risk scenarios.
• Contribute to research initiatives across macro trends, interest-rate modeling, and credit-spread dynamics.

Qualifications

• Advanced STEM degree preferred (e.g., MS/PhD in Quantitative Finance, Statistics, Applied Mathematics, Computer Science, Engineering, or similar).
• 3–8 years of experience supporting portfolio management, investment research, or risk analytics at a leading asset manager, insurance company, hedge fund, or credit-focused investment team.
• Strong programming skills in Python (preferred), plus proficiency in SQL
• Strong background in portfolio construction, optimization, risk modeling, and financial mathematics.
• Familiarity with fixed income and credit asset classes (structured credit, corporate credit, private credit, securitized products, etc.).
• Experience building models and analytics to support PMs, with the ability to translate quantitative insights into actionable investment recommendations.
• Excellent communication skills and an ability to work cross-functionally in a fast-paced environment.

Compensation

Base: $150k - $215k

Total Comp: $250k - $300k

Other

In office 5 days a week - downtown Manhattan

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