Associate, Liquid Credit Quantitative Risk & Research

Ares Management Corporation•Los Angeles, CA

2d•$130,000 - $150,000•Onsite

About The Position

Ares is currently seeking a talented and motivated individual to join our Quantitative Risk & Research team (QR2) in Los Angeles. QR2 develops portfolio management tools that support Global Liquid Credit. This role will be responsible for supporting senior team members and providing reporting on various risk and research initiatives. The ideal candidate will have strong analytical skills and be able to work collaboratively with team members to deliver high-quality work. The candidate will work directly with the portfolio managers and front office teams.

Requirements

Bachelor's or Master's degree in a related field (e.g., finance, economics, statistics)
0-3 years of experience or strong equivalent in university/intern/individual project work
Fundamental understanding of fixed income pricing models and analytics
Demonstrated understanding of prompt engineering and context engineering, with the ability to design, test, and refine AI interactions for accurate, reliable, and task-appropriate outputs
Strong analytical skills and attention to detail
Experience with data analysis and visualization tools (e.g., Excel, Python, Streamlit)
Ability to work independently and as part of a team
Strong communication and presentation skills

Nice To Haves

Knowledge of Databricks, Azure, data pipelines, AI/ML is a plus

Responsibilities

Develop a strong understanding of our risk vendor’s pricing methodologies and stress testing capabilities
Assist in maintaining and updating our data infrastructure
Support senior team members in the development and implementation of risk and research projects
Assist in the collection and analysis of data for use in risk and research projects
Prepare risk reports, ESG reports, and presentations for stakeholders
Stay up to date with the high yield and leveraged loan markets