Summary: Currently working with a Family Office who focus on Discretionary or Systematic Trading strategies across a diverse set of financial instruments, including linear (futures on equities, futures on bonds, cash bonds, and interest rate swaps) and non-linear rates, FX options and forwards, CDS on indexes. They are looking to onboard a Senior Risk Manager to lead the Macro desk and will be responsible for identifying, evaluating, and mitigating risks to ensure the firm's assets and investments are effectively protected.
The firm heavily values risk and is determined to develop a revolutionary risk platform to give them a competitive edge. The investment risk team is very front office facing as you will be working closely with portfolio managers and will have direct influence in the investment process and shaping the strategies across the business.
Responsibilities:
* Extend and enhance the firms risk analysis framework to handle new strategies, new products and new asset classes
* Work closely with the portfolio management team, quant researchers to add necessary insights to the portfolio construction and asset allocation process
* Develop and implement comprehensive risk management policies and procedures across various asset classes.
* Conduct thorough market risk analysis, including but not limited to FX, Linear Rates, Non-Linear Rates, Equity, CDS, and Commodities.
* Provide insight regarding drivers of risk movements to senior management and portfolio managers.
* Provide optimisation techniques with the intention of increasing risk-adjusted returns
Qualifications:
* Bachelor’s degree in Finance, Economics, Mathematics, or a related field. Advanced degree (MSc or PhD) preferred.
* At least 7-10 years of relevant experience in risk management within asset management or hedge fund environments.
* Experience within a Risk taking seat
* Strong global macro market knowledge, including FX, Linear Rates, Non-Linear Rates, Equity, CDS, and Commodities.
* Proficient in advanced quantitative modelling, either Python or C++
* Professional risk management certification (e.g., FRM, PRM) is a plus.