Strategic Risk Optimization Leader

3 days ago


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

A top-tier multi-strategy hedge fund in New York City is seeking an experienced Strategic Risk Optimization Leader to oversee the Global Macro business.

This prestigious firm has consistently demonstrated strong growth from an assets under management perspective, and has successfully onboarded portfolio managers to expand their strategic coverage. The Discretionary and Systematic Macro business has delivered outstanding performances, and this hire will work closely with the portfolio managers to further optimize results.

The ideal candidate possesses a deep understanding of market risk management, particularly in rates/rates derivatives, global FX markets, US/EUR high yield/ investment grade credit, and global commodities markets. Prior experience leading a team is preferred, and proficiency in quant and coding skills, such as Python and SQL, would be a significant asset.

Key requirements for this role include:

  • 7-10 years of market risk experience
  • Expertise in macro asset classes and strategies, with a preference for rates derivatives
  • Prior people management experience is highly valued
  • Coding skills in Python and SQL are a plus

Salary: $120,000 - $180,000 per annum, depending on experience.



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