A leading Multi-Strat Hedge Fund is expanding upon their innovative Macro Strategies and are looking to hire a Senior Risk Manager to assist in a robust buildout of their risk framework, investment strategy, and portfolio construction.
This will be a business-critical hire as they will be working with Senior PMs as the firm expands their presence in Miami. The individual will be responsible for enhancing the risk management framework for their Macro business by designing innovative stress testing scenarios and engaging in dynamic conversations with PM's in regard to portfolio construction and optimization.
Responsibilities:
- Enhance Risk Framework related to firm's Macro Strategies
- Engage with PM's to monitor risk limits and thresholds
- Explain changes in VaR and Risk Sensitivities to Senior PM's
- Design innovative stress testing scenarios
- Explain the drivers of performance to Head of Macro and PMs
Qualifications:
- 10+ years in a Risk Manager, Quant Risk, Quant Research, or Investment Strategy role relating to various Macro strategies
- Expert level knowledge in a broad range of asset classes (Fixed Income, Rates, FX, Equities, and Derivatives)
- Working ability in Python and SQL
- Buyside Risk Manager experience preferred
