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Market risk manager- rates & credit

London
Robert Walters - Sydney
Risk manager
Posted: 27 March
Offer description

Job Description

Senior Market Risk Manager - Rates & CreditLondon (Hybrid)

We are partnering with a leading alternative investment manager to appoint a Senior Market Risk Manager to sit close to the trading teams and own day-to-day risk for macro rates and credit strategies.

Senior Market Risk Manager - Rates & CreditLondon (Hybrid)

We are partnering with a leading alternative investment manager to appoint a Senior Market Risk Manager to sit close to the trading teams and own day-to-day risk for macro rates and credit strategies. This is a high-visibility role in a lean team, suited to someone who is comfortable challenging the desk, shaping risk frameworks and operating in a fast-paced, performance-driven environment.

Key responsibilities

* Act as primary market risk contact for macro rates and credit trading, maintaining a deep understanding of strategies, risk drivers and P&L.
* Monitor and explain daily risk and P&L, including VaR, sensitivities, stress and scenario results across interest rates, FX and credit products.
* Design and calibrate limits and risk appetites (VaR, stress, concentration, product and tenor limits), and propose adjustments in response to changing market conditions.
* Perform deep-dive risk reviews on complex trades and portfolios, including structured/derivative exposures, and present findings to senior risk and investment committees.
* Develop and enhance stress-testing frameworks, including macro and idiosyncratic scenarios across rates and credit markets.
* Partner with portfolio managers, quants and technology to improve risk infrastructure, reporting and analytics.
* Contribute to model and methodology discussions (e.g. VaR, sensitivities, stress, liquidity and valuation adjustments), ensuring they remain fit for purpose.

Required experience

* Strong track record (typically 5-10 years) in market risk within a trading-floor environment (investment bank, hedge fund or similar buy-side platform).
* Direct exposure to rates and/or credit trading businesses; familiarity with swaps, government and corporate bonds, futures, options and credit derivatives.
* Proven ability to interpret and challenge P&L and risk moves, and to communicate views clearly to senior risk managers and portfolio managers.
* Solid understanding of risk measures (VaR, sensitivities, stress tests, scenarios) and their limitations.
* Comfortable working with data and systems; practical experience in improving or building risk reports, dashboards or tools (Python/SQL or similar is advantageous but not essential).

If you meet the above set criteria, please apply or send a copy of your CV to

Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates

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