An industry-leading Alternative Investment Manager located in Manhattan, NY is looking to bring in a Head of Performance Attribution and Risk Analytics Reporting to help the Head of Risk build out a centralized analytics function. The fund is known for their presence in structured credit, and focus mainly on Agencies, RMBS, ABS, CMBS, CDOs, CLOs, etc.
This role will report directly to the Head of Risk & Analytics and will involve 2 direct reports. This role is a pivotal hire for the firm's growth initiative heading into Q2.
Responsibilities:
- Lead the day-to-day management of the portfolio reporting function across the firm's $30B+ AUM, multi-strategy platform
- Manage a team responsible for the production of internal portfolio reporting and associated data management for the firms opportunistic credit, corporate credit, structured credit, and private credit portfolios
- Oversee the validation process for risk analytics and position-level reference data
- Work closely with front office users and executive-level management on development of new reports and refinement of existing reports
- Work closely with the Analytics and Tech teams to develop the necessary portfolio risk measures for portfolio reporting
- Develop and maintain performance attribution analysis functionality that allows the firm to dissect returns among various risk factors
Qualifications:
- M.S. degree from a top university
- 10+ years of experience in risk management or quantitative analysis, ideally with a major financial services organization or asset manager
- Strong knowledge of credit products (loans and bonds, converts, MBS/ABS, derivatives)
- Strong people management skills
- SQL, Excel, VBA, Power BI required, Python proficiency preferred
