Fixed Income Risk Manager

3 weeks ago


Camden Area, United Kingdom Selby Jennings Full time
I am currently working with a Global, Multi-strat and manager hedge fund in London looking to onboard a a Senior Risk Manager for the Fixed income business. This individual will have a strong investment risk or market risk background overlooking investment or hedge fund trading strategies.

Responsibilities:

Managing the day-to-day operations across the risk function incl. Validating margin methodologies, limits setting, Reports/investor reports and analysis of fund performance.nWork closely with the portfolio management team, quant researchers, and senior risk managers to add necessary insights to the portfolio construction and asset allocation processnProvide insight regarding drivers

of risk movements to senior management and portfolio managers.nWork directly with portfolio managers, help understand how they view risk, the strategies and how best to risk manage the portfolios.nWork strategically to further develop the risk management framework and policy and to create and maintain a suite of risk metrics that accurately reflect the risk profile of the strategies.nDay to day responsibility for managing the fixed income portfolio.nProvide day to day oversight of the production of risk reports and analytics covering all exposures and drivers of risk and PnL

Requirements:

A Degree in Mathematics, Physics, Statistics, Engineering or an equivalent in other science disciplinesn4-10 years experience working within a Market Risk or Investment Risk role overlooking hedge fund strategies.nStrong knowledge of Fixed Income/Rates.nPython experience is advantageous.nPortfolio construction experience.nExcellent communication skills, with the ability to interact effectively with researchers, technologists, PMs, and senior managers



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