Fixed Income Risk Manager

2 weeks ago


New York, New York, United States Selby Jennings Full time

A leading Hedge Fund in NYC is looking to bring on a Fixed Income (Macro) Risk Manager to their growing Risk team.

This individual will be responsible for working with PMs to asses risk usage for the firm's Macro strategies and communicate risk metrics such as VaR. This hire will join a relatively lean team and have exposure to senior management, PMs and business decision makers from day one, joining a firm known for positive culture and growth opportunities.

The ideal hire will have 2+ years of experience in a Market Risk role, with priority given to candidates with experience with Fixed Income (Rates, Credit, Mortgages, etc.) and their related trading strategies.

Responsibilities:

  • Provide Market Risk oversight for the firm's Macro trading business
  • Work with PMs to explain Risk Metrics, Risk Usage, and Limits relating to their daily trading activity and strategies
  • Collaborate with investment team on Portfolio Construction and Investment Strategy
  • Work with Quant Researchers and IT to assist in the development of risk models to be used in the Fund's Macro business

Qualifications:

  • 2+ Years in Market Risk covering Fixed Income (Macro)
  • Excellent communication skills and ability to work with Senior Management and PMs
  • Working ability in Python and SQL

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