A leading Discretionary Macro Hedge Fund is hiring a Front Office Risk Manager to join the team in NYC.
The fund trades across all asset classes with a focus on global Rates + FX Derivatives and Options. PMs in New York also cover global Equities and Equity Index investments.
This hire will join a lean risk team, serving as the main risk manager in NYC in addition to the CRO. The fund is looking for a candidate with strong quantitative skills and excellent communication.
Since this is a front office risk role, regular interaction with PMs and Traders is necessary and required. The ideal candidate will be able to counter and advise PMs on risk-on vs. risk-off decisions and portfolio construction.
Qualifications:
- 5+ years of buy or sell side macro market risk
- Masters or PhD in a quantitative discipline
- MUST HAVE Linear/Non-Linear Rates expertise
- Additional experience in G10 FX, Global Equities, and/or Credit/Mortgages preferred
- Python/SQL for analysis, models, tools, dashboards, etc.
