Elite boutique hedge fund based in NYC is seeking a CRO to partner with the Chief Investment Officer and executive management to direct risk management activities of the firm. The fund's portfolio primarily covers Fixed Income & Structured Credit while employing a diverse strategy. The firm prides itself on innovation and teamwork, having assembled a bright group of experts in portfolio management, strategy, client services, and operations.
Responsibilities
- Lead risk management for the portfolio of funds which includes investments across multiple asset classes (structured credit products, equities, and systematic arbitrage strategies)
- Further refine the risk management framework comprising market risk, MTM, liquidity, and credit risk
- Monitor risks on a real time basis
- Liaison regularly with the CIO and executive committee to drive investment strategy and risk oversight
Requirements
- 10 years in risk management, ideally leading a risk management function
- Expertise in Fixed Income and Structured Credit Markets (MBS, RMBS, CMBS, ABS, CDOs, CLOs, CMOs, loans and loan participations.)
- Background in STEM related discipline
- Understanding of fundamental factors & quantitative techniques to identify investment opportunities and effectively manage risks across complex portfolios
