A top NYC hedge fund is looking for a strong candidate to join them as a quantitative analyst on a full-time basis. They are seeking a highly analytical and technically skilled professional to join the Portfolio Analytics team, supporting Business Development (BD) and Investor Relations (IR) through portfolio analytics, data management, and performance reporting.
This role bridges the investment, operations, and client-facing functions — ensuring that investors and prospects receive timely, accurate, and insightful portfolio information.
The ideal candidate will have experience working with fixed income instruments such as bank loans, bonds, structured credit (CLOs) and other, along with the technical proficiency to build and automate performance attribution models and data pipelines using Python and SQL.
This individual will also support the Investment Research team with data analysis, portfolio insights, and ad hoc analytical requests to inform credit and market research.
Experience & Required Skills
· 2–4 years of professional experience in a portfolio analytics, performance, or data-focused role within an investment management or financial institution.
· Deep understanding of fixed income instruments, bank loans, corporate bonds, and structured credit (CLOs).
· Hands-on experience with fixed income performance attribution, benchmarking, and exposure analytics.
· Strong technical proficiency in Python (including Pandas, NumPy, and matplotlib) and SQL; able to build and validate analytical scripts, models, and queries.
· Advanced Excel skills for modeling, data manipulation, and report generation (e.g., pivot tables, complex formulas, macros).
· Experience using Intex through code for structured credit and CLO analytics — including cash flow modeling, tranche analysis, and scenario evaluation.
