Coda Search│Staffing
Base pay range
$175,000.00/yr - $225,000.00/yr A leading global investment firm is seeking a VP to join its Quantitative Risk Strategies team within the Public Credit business of a $150B+ credit fund. The individual will play a critical role in risk management and quantitative analytics across high yield, broadly syndicated loans, and CLO portfolios. This is a high-impact opportunity to work alongside portfolio managers and senior risk leaders to develop, enhance, and scale risk frameworks and analytics in support of a multi-billion-dollar public credit platform. Key Responsibilities
Proactively manage market, credit, and liquidity risk across the firm’s public credit strategies Design and enhance quantitative tools for portfolio construction, stress testing, and analytics Collaborate with technology teams to automate and institutionalize analytical processes Present risk insights and portfolio metrics to portfolio managers and senior stakeholders Maintain a strong control function mindset and advise on best practices across the platform Qualifications
8+ years of experience in a quantitative or risk function within public credit markets at a Investment Bank, Credit Fund, or Asset Manager. Master’s degree in a STEM, quantitative finance, or data‑science discipline from a top‑tier university Strong programming proficiency in Python and SQL; advanced Excel skills Deep understanding of credit instruments including high yield bonds, leveraged loans, and CLOs Excellent analytical, communication, and presentation skills Demonstrated ability to operate independently and collaboratively in a fast‑paced environment Compensation
Base: $175 – $225k Bonus: 25% – 35% (Pending Performance)
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$175,000.00/yr - $225,000.00/yr A leading global investment firm is seeking a VP to join its Quantitative Risk Strategies team within the Public Credit business of a $150B+ credit fund. The individual will play a critical role in risk management and quantitative analytics across high yield, broadly syndicated loans, and CLO portfolios. This is a high-impact opportunity to work alongside portfolio managers and senior risk leaders to develop, enhance, and scale risk frameworks and analytics in support of a multi-billion-dollar public credit platform. Key Responsibilities
Proactively manage market, credit, and liquidity risk across the firm’s public credit strategies Design and enhance quantitative tools for portfolio construction, stress testing, and analytics Collaborate with technology teams to automate and institutionalize analytical processes Present risk insights and portfolio metrics to portfolio managers and senior stakeholders Maintain a strong control function mindset and advise on best practices across the platform Qualifications
8+ years of experience in a quantitative or risk function within public credit markets at a Investment Bank, Credit Fund, or Asset Manager. Master’s degree in a STEM, quantitative finance, or data‑science discipline from a top‑tier university Strong programming proficiency in Python and SQL; advanced Excel skills Deep understanding of credit instruments including high yield bonds, leveraged loans, and CLOs Excellent analytical, communication, and presentation skills Demonstrated ability to operate independently and collaboratively in a fast‑paced environment Compensation
Base: $175 – $225k Bonus: 25% – 35% (Pending Performance)
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