VP, Quant Risk Strategy: Public Credit & CLOs

A leading global investment firm is looking for a VP to join its Quantitative Risk Strategies team in NYC. This role involves managing market, credit, and liquidity risk while developing analytical tools for a major credit fund. You will collaborate with technology teams and present insights to senior stakeholders. Ideal candidates have 8+ years of experience in public credit markets and hold a Master's in a quantitative field. Strong programming skills in Python and SQL are essential. #J-18808-Ljbffr