Coda Search│Staffing · 2 weeks ago
VP, Credit Quant Risk Strategist
New York, NY
Full-time
Hybrid
Senior Level, Lead/Staff
$175K/yr - $225K/yr
8+ years expCoda Search│Staffing is a leading global investment firm seeking a VP to join its Quantitative Risk Strategies team within the Public Credit business of a $150B+ credit fund. The role involves critical responsibilities in risk management and quantitative analytics across high yield, broadly syndicated loans, and CLO portfolios, working alongside portfolio managers and senior risk leaders.
ConsultingRecruitingStaffing Agency
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
Qualification
Required
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
Company
Coda Search│Staffing
At Coda, we believe the best way to serve our clients is through an inclusive and personalized approach. We’re not order-takers, we’re consultants.
51-200 employees
Funding
Current Stage
Growth StageLeadership Team
Linh Nguyen
Chief Operating Officer
Recent News
2025-08-13
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