Quantitative Credit Risk & Private Credit Analytics | Global Alternative Asset Manager | London - JMD Reg Consultancy LTD

A leading global alternative asset manager is hiring a Quantitative Private Credit Risk Analyst. This is a high-impact role sitting at the intersection of private credit risk, quantitative modelling, and ratings methodology, with broad exposure across strategies and direct engagement with senior leadership.

The hire will take operational and analytical ownership of critical risk monitoring workflows, including Early Warning Systems and downgrade prediction models, and will serve as a subject matter expert on rating agency scorecard methodologies across multiple asset classes.

The Role

1. Lead the operational running of an Early Warning System (EWS) model across multiple private credit strategies
2. Co-own rated note downgrade risk monitoring processes and maintain related comparables datasets across Funds
3. Coordinate with Investment Management, Insurance Solutions, and middle office functions to ensure timely and accurate delivery of risk outputs
4. Conduct research into single obligor downgrade prediction for agency ratings

Ratings Methodology & Structuring Analytics:

1. Serve as subject matter expert across multiple rating agency scorecard methodologies, including Corporates, Project Finance & Developers, and Closed End Funds (CEFs)
2. Contribute to structuring analytics advisory work for the Insurance business using CEF rating methodologies
3. Apply ratings frameworks to private credit portfolios and structured vehicles

Quantitative Research & Analytics:

1. Conduct research to advance strategic risk and credit priorities set by senior leadership
2. Execute ad hoc analytical and data initiatives driven by business needs
3. Apply quantitative credit risk modelling across the private credit portfolio

Candidate Requirements

Experience:

1. 6+ years in a quantitative or credit risk team within private credit, structured credit, or asset management
2. Strong working knowledge of private credit instruments, direct lending, CLOs, ABS, structured vehicles
3. Hands-on experience with rating agency scorecard methodologies (Corporates, Project Finance, CEFs)
4. Demonstrated track record in quantitative credit risk modelling and analysis
5. Experience working across insurance solutions, asset management, or middle office functions is a plus

Technical Skills:

1. Strong quantitative modelling skills in the credit risk and asset management domains
2. Advanced SQL and Microsoft Office (Excel modelling in particular)
3. Knowledge of statistics and quantitative credit risk concepts
4. Solid understanding of financial statements and accounting fundamentals