Lead Portfolio Risk & Quantitative Analyst

We are representing an established, global alternative asset manager with an extensive footprint across the U.S., Europe, and Asia. With a multi-decade track record, the firm focuses on the full spectrum of the capital structure, managing capital across credit-oriented hedge funds, CLOs, private credit, and real estate debt.Sitting within the core Portfolio Analytics function, this pivotal role drives the risk infrastructure and quantitative modeling for the firm’s liquid strategy vehicles. This is a high-visibility, high-ownership position that interfaces directly with executive investment leadership and business unit heads. The successful candidate will act as the quantitative engine for the platform—building sophisticated risk frameworks, optimizing portfolio construction, and translating complex data into actionable insights for both technical and non-technical stakeholders.Core ResponsibilitiesExecutive & Committee Reporting: Own the architecture and delivery of critical risk dashboards, stress tests, and scenario analyses utilized directly by the Investment Committee to inform positioning.Portfolio & Liquidity Dynamics: Model fund liquidity mechanics, redemption scenarios, and financing impacts specifically tailored for multi-asset credit and mutual fund vehicles.Hedging & Beta Optimization: Evaluate and refine the effectiveness of the firm's hedging frameworks (interest rate, credit, equity) and advise Portfolio Managers on beta allocation and risk budgeting.Quantitative Infrastructure & Automation: Manage and modernize institutional risk systems (e.g., Bloomberg PORT, RiskMetrics). Drive the automation of internal data workflows and recurring reporting via Python/SQL scripting.Cross-Functional Integration: Serve as the quantitative authority for regulatory risk filings, capital planning, and bespoke data requests from marketing and investor relations teams.Technical ProfileExperience: 5+ years of dedicated risk, quantitative analysis, or portfolio analytics experience within alternative credit, hedge funds, or multi-asset strategies. Direct exposure to liquid vehicles is required.Asset Class Mastery: Deep fluency in fixed income, credit derivatives, distressed debt, and structured products. Must possess a strong grasp of both security-level and portfolio-level risk dynamics, including cash flow and waterfall modeling.Technical Stack: Hands-on expertise with institutional risk platforms (PORT, RiskMetrics) coupled with strong programming capabilities in Python, SQL, R, or equivalent for workflow automation.Communication & Synthesis: Proven ability to distill dense quantitative output into clear, strategic takeaways for the Investment Committee and senior non-technical audiences.Operational Rigor: Uncompromising standard for data integrity, precision, and process discipline, with an ability to thrive in a fast-paced environment.Education: Bachelor’s or advanced degree in a highly quantitative discipline (Quantitative Finance, Mathematics, Engineering, Statistics, etc.).