Alpha-Driven Credit Quant Sub-PM | Front Office, NYC
Job in
New York, New York County, New York, 10261, USA
Listed on 2026-01-24
Listing for:
Selby Jennings
Full Time
position Listed on 2026-01-24
Job specializations:
-
Finance & Banking
FinTech, Risk Manager/Analyst, Portfolio Manager, Data Scientist
Job Description & How to Apply Below
A leading hedge fund in New York is seeking a Quantitative Credit Alpha Sub-Portfolio Manager to join their high-performing credit pod. This front-office role requires a proven track record in generating alpha through quantitative strategies, particularly in credit derivatives and options. The ideal candidate will manage a risk sleeve, build predictive models, and collaborate with team members, all while having substantial autonomy in trading and risk management.
This role offers a highly competitive compensation structure with performance-driven upside.
#J-18808-Ljbffr
To View & Apply for jobs on this site that accept applications from your location or country, tap the button below to make a Search.
(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).
(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).
Search for further Jobs Here:
×