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Quantitative Risk Manager
4 months ago
Responsibilities:
- Identifying, capturing, and communicating material risks of the business, including credit, tail risk, liquidity, and convexity.
- Ensuring that risk-taking at the individual portfolio level and at the firm level is efficient and deliberate, by setting appropriate risk guidelines and limits.
- Developing and advancing stress testing and VaR frameworks.
- Developing and maintaining a framework for capital allocation to maximize risk-adjusted returns and profitability at the various business levels and at the firm level.
- Actively managing the firm’s risk exposures through regular meetings, analysis and insights.
- Leading research efforts to develop innovative risk management approaches, tools and analytics by leveraging the collective knowledge of the platform.
- The goal is to enhance the quality of performance and improve the firm’s risk-adjusted return.
- Enhancing management’s understanding of investment performance by developing intuitive and efficient frameworks for performance attribution and educating all internal constituencies on those frameworks.
- Provide additional support with other risk managers in managing the market risk across the Macro business. Manage and mentor Quantitative Analysts on the team.
About you:
- Minimum 5 years experience as a Risk Manager covering US & EU Power & Gas Products
- Strong understanding of Pricing models, risk sensitivities, best practice for risk aggregation.
- Prior experience working with Portfolio Managers / Traders
- Advanced programming experience with Python
- Advanced degree in Quantitative discipline (Computer Science, Mathematics, Statistics, Financial Engineering, Quantitative Risk Management)