POSITION SUMMARY

KKR is seeking an experienced quantitative investment professional, at the Analyst/Associate level, to join its Global Portfolio Construction team which is responsible for the following: 

• Formulating investment-oriented portfolio construction recommendations for KKR’s Private Markets and Credit portfolios with $470bn+ AUM
• Monitoring and managing risk across KKR Private Market and Credit portfolios and sharing insights with senior investors and C-level firm management
• Providing asset allocation recommendations for various multi-asset portfolio client initiatives including KKR strategic partnerships, multi-asset structured products, and allocation-based marketing efforts

The successful candidate for this role will be focused on portfolio construction initiatives across KKR’s Credit portfolios, along with asset allocation for KKR’s multi-asset mandates internally and externally.  In this high visibility role, the successful candidate will interact frequently with KKR senior management and will therefore be expected to synthesize information clearly.  They will also be tasked with contributing to proprietary models in asset classes where there are fewer industry-level standards, requiring someone who is capable of being creative and thinking outside the box.  In general, the successful candidate must be highly technical, while also being collaborative as a member of this high-performance team. This position is based in New York.

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

IDEAL EXPERIENCE

• 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) and 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. Prior exposure to private assets is preferred but not required
• 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)

CRITICAL COMPETENCIES FOR SUCCESS

• 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

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