Associate, Credit & Insurance Portfolio Construction at KKR · New York

Summary: KKR is a leading global investment firm that offers alternative asset management and capital markets solutions. They are seeking an experienced quantitative investment professional to join their Portfolio Construction team, focusing on portfolio construction initiatives across KKR’s Credit portfolios and asset allocation for multi-asset mandates. Responsibilities: - Help prepare portfolio construction recommendations for Credit funds for Portfolio Management Committees across the Americas, Europe and Asia - Provide support on fund modeling to understand drivers of historical and projected performance, risk exposures and economic sensitivities - Monitor portfolios closely and assist with portfolio analytics using quantitative and qualitative approaches, coordinating with deal teams, client partners group, operations, and finance colleagues while ensuring data integrity - Demonstrate working knowledge of financial markets ideally in Credit or Fixed Income, and assist with tracking the latest market development and providing updates / actionable recommendations to Portfolio Managers - Help communicate risk concerns efficiently and prepare presentations for Portfolio Managers / Investment Committees - Help manage and enhance quantitative asset allocation models for KKR’s various multi-asset portfolios and KKR’s Balance Sheet - Think creatively about solutions to structure multi-fund investments and be able to simulate scenarios and explain outcomes - Maintain and continue to improve upon customized models tailored to the firm’s investment process and risk framework; work closely with dedicated IT resources to automate and institutionalize these models - Serve as a quantitative resource for the larger firm, evaluating existing resources and recommending improvements in models and technology, leveraging AI capabilities Required Qualifications: - 1-3 years of experience related to Fixed Income or Credit (High Yield, Loans, Structured Products, Private Credit) - Strong programming skills in a structured language (Python preferred) - Strong proficiency in Microsoft Office Products (Excel and PowerPoint) - Experience in applying best practices in quantitative methods and strategies to the investment/risk management process, including practical application of large data analysis - Basic understanding of corporate fundamentals - Broad experience with various types of investments and their characteristics, which may include private and public equities, fixed income and structured investments, as well as real estate/infrastructure - Understanding of global economic principles and trends, and their impact on the management of a large and diverse investment platform - Knowledge of risk systems a plus (MSCI RiskMetrics, Barra, Bloomberg PORT, Factset) - Highly detail-oriented, well-organized, independent and proven ability to manage demands of multiple projects and ability to prioritize in a fast-paced work environment - Superior communication and presentation skills (written and oral) coupled with the requisite level of gravitas to effectively communicate complex ideas at a high level - Structured problem-solving skills - High level of intellectual curiosity, accountability and drive, and self-motivation - Strong relationship development skills, including with internal product and support teams and with individuals of whom work is being requested - Aptitude for critical and creative thinking across the quantitative and qualitative spectrum - Willingness to work hard and demonstrate ability to collaborate with members of a lean team Preferred Qualifications: - Prior exposure to private assets is preferred but not required Required Skills: Quantitative investment analysis, Portfolio construction, Risk management Important Skills: Python programming, Financial markets knowledge, Data analysis