Credit Portfolio Manager

New York, NY

Manage financial portfolio positioning for clients. Focus on strategies involving corporate credit instruments, including corporate bonds and credit-default swaps, credit index exchange-traded funds, credit index series, tranched credit indices, and options on credit indices. Advise investment team members on strategies involving the use of corporate credit instrument as hedges. Help guide the development of quantitative models and risk systems relating to the evaluation and management of such positions. Employ strategies in equity positions and interest rate positions, such as positions in the S&P 500 or the Russell 2000 indices, or in indices of baskets of equities chosen by virtue of their relationship to corporate credit instruments. Report to the Chief Investment Officer; consult with the Chief Risk Officer and with other portfolio managers.



Requirements:

  • Masters in quantitative finance or financial mathematics
  • 5 years of experience modeling, pricing and trading credit derivatives, including Corporate Bonds, Corporate Default Swaps, Credit Indices, CDOs and Credit Index Options
  • Expertise in analysis and implementation of quantitative investment strategies in the area of corporate credit products
  • Expertise in financial modeling of trading strategies from a risk/reward perspective and in scenario analysis for risk management
  • Knowledge of Python and programming in C
  • Knowledge of capital structure arbitrage strategies including Bond-CDS and Debt-Equity

Apply Now

Email: careers@tildenparkcapital.com Subject Line: Credit Portfolio Manager

Mail:
Tilden Park Capital Management LP
Attn: Human Resources
Job: Credit Portfolio Manager
452 Fifth Ave.
28th Floor
New York, NY 10018

We are currently only accepting direct applicants for this role.

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