Team Lead - Market Risk, Credit Products

This individual will play a critical role in overseeing portfolio and market risk across a diverse range of fixed income, structured credit, private credit, and equity strategies.

This position requires a strong understanding of complex credit products, quantitative risk analytics, and portfolio construction within a buy-side environment.

Client Details

Leading investment manager.

Description

• Develop, enhance, and maintain portfolio-level risk frameworks, methodologies, and reporting tools.
• Analyze investment portfolios and underlying holdings to identify market, liquidity, concentration, and factor risks.
• Monitor key portfolio risk measures including volatility, beta, tracking error, concentration exposures, and correlation analysis.
• Design and perform stress testing, scenario analysis, and portfolio sensitivity assessments.
• Establish, monitor, and report key risk indicators, thresholds, and risk limits, including Value-at-Risk (VaR) metrics.
• Evaluate macroeconomic and market developments and assess potential portfolio impacts.
• Support valuation and risk assessment of complex and difficult-to-price securities.
• Provide risk oversight and analytical support for new investment products and strategic initiatives.
• Utilize Python, SQL, business intelligence tools, and market data platforms to develop and automate risk analytics.
• Aggregate and standardize data from multiple sources to create consistent, transparent, and scalable risk reporting.
• Analyze large and complex datasets to identify trends, emerging risks, and actionable insights.
• Present risk assessments, portfolio observations, and recommendations to senior management and investment committees.
• Partner with portfolio managers, traders, research analysts, relationship managers, compliance, legal, and technology teams on risk-related matters.
• Contribute to the ongoing enhancement of risk policies, governance frameworks, and analytical capabilities.
• Mentor and oversee junior team members, supporting their professional development and day-to-day activities.

Profile

• Bachelor's degree in Finance, Mathematics, Risk Management, Business Analytics, Economics, or a related discipline.
• 9+ years of experience in market risk, portfolio risk, or investment risk management within a buy-side institution.
• Demonstrated experience overseeing portfolio-level risk across multiple asset classes.
• Strong knowledge of structured credit and fixed income products, including securitized assets and leveraged credit instruments.
• Experience with market risk methodologies including VaR, stress testing, expected shortfall, correlation analysis, and factor-based risk modelling.
• Advanced proficiency in Python, SQL, Excel, and financial market data platforms.
• Strong analytical and problem-solving capabilities with the ability to translate complex data into actionable recommendations.
• Experience presenting risk analysis and portfolio observations to senior stakeholders and executive leadership.
• Excellent written and verbal communication skills.

Preferred Experience

• Experience managing risk across asset classes such as asset-backed securities, commercial mortgage-backed securities, collateralized loan obligations, leveraged loans, high-yield debt, preferred securities, private credit, and public equities.
• Knowledge of portfolio construction, investment management processes, and institutional asset management practices.
• Experience building automated reporting, risk dashboards, and analytical tools.
• Prior people management or team leadership experience.

Job Offer

Base compensation $150,000 - $200,000 plus 50%-130% bonus.

MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.