Macro Risk Manager

Our client, one of the world's leading global multi strat hedge funds are now seeking a talented risk manager to support their Co-Head of Macro Risk in NY, along with a team of expert risk professionals and portfolio management teams.

Responsibilities:

• Work closely with select macro portfolio managers and their teams to understand and analyze their portfolio and risk
• Develop, maintain, and leverage models for option pricing
• Calibrate and manage a set of risk guidelines for multiple portfolio teams
• Work with portfolio managers on discrepancies in measured risk or addressing risk that falls outside of policy guidelines
• Performing detailed trade-level risk analysis for both new and existing positions. Strategies and asset classes include rates, foreign exchange, and equities with a focus on options modeling
• Performing top-down risk assessments including analyzing traditional risk exposures, stress scenarios, and value-at-risk (VaR)
• Maintaining a detailed view of the current risk environment, risk events and how they could impact positions
• Calibrating and modeling risk event scenario outcomes
• Performing detailed assessment of P&L explained
• Creating risk measures, analyses and reports used by team members and members of portfolio teams
• Innovative research relating to the firm’s risk policy, risk allocation and portfolio guidelines

Requirements:

• Extensive experience in trading, sales, quant, structuring or market risk role at either a sell-side or buy-side firm. Hedge fund experience is a bonus.
• Expertise in interest rates derivatives and options, addition of foreign exchange or equity options a plus.
• Strong programming ability in Python or computer science background with ability to learn Python
• Strong academic background with a degree in a STEM discipline. Advanced degree preferred.
• Ability to collaborate and work across global offices and teams.

To discuss this opportunity in full please get in touch @ [email protected]