Senior Macro Risk Manager

Job Description

The Macro Risk Manager will be responsible for the following:

Working with Fixed Income and Macro PM teams to understand and analyze their portfolio and risk

Calibrating and managing a set of risk guidelines for multiple portfolio teams.

Working 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, equities and focus on both vanilla and derivative instruments.

Performing top-down risk assessments of the fixed income and macro business including accounting for exposures, VaR and stress testing.

Presenting the business level risk in a coherent and concise fashion to senior members of the risk and management teams.

Maintaining a detailed view of the current risk environment, risk events and how they could impact positions.

Performing detailed construction of event risk scenarios.

Performing detailed assessment of P&L explained, both on an intraday and historical basis.

Creating 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.

To be considered a good fit, you must have:

10+ years of 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.

Strong knowledge and deep experience in Fixed Income and preferably Rates and FX, including derivatives

Strong programming ability in Python or computer science background with ability to learn Python

Strong academic background with a degree in a math focused discipline.

Ability to collaborate and work across global offices and teams.