I am working with a macro hedge fund has around 100 billion in Assets that has been hiring aggressively across the entire company and are urgently hiring a Macro Risk Manager for their front office. This Is a brand-new role where you would be working on the macro trading desktop support and challenge the traders and the PMs.
- The role will include
- 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.
- Work with PMs to understand their specific business and portfolio modeling portfolios, calibrating the right risk measures, models, and guidelines, and improving the measures, models and guidelines where needed.
- Presenting the business level risk in a coherent and concise fashion to senior members of the risk and management teams.
- 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.
- 4-10 years of experience
- Python and SQL
- Rate coverage - need to know from candidates
- Quantitative background
- Rates experience (some exotic and non-linear) a must