Macro Risk Manager Hedge Fund | Paragon Alpha

Macro Risk Manager

Permanent

Portfolio Management

London

Our client, one of the world's leading global multi strat hedge funds are now seeking a talented risk manager to support their Co-Head of Macro Risk in NY, along with a team of expert risk professionals and portfolio management teams.

Recruitment Consultant

Niamh Corr

niamh@paragonalpha.com

Responsibilities:

 

  • Work closely with select macro portfolio managers and their teams to understand and analyze their portfolio and risk
  • Develop, maintain, and leverage models for option pricing
  • Calibrate and manage a set of risk guidelines for multiple portfolio teams
  • Work with portfolio managers on discrepancies in measured risk or addressing risk that falls outside of policy guidelines
  • Performing detailed trade-level risk analysis for both new and existing positions. Strategies and asset classes include rates, foreign exchange, and equities with a focus on options modeling
  • Performing top-down risk assessments including analyzing traditional risk exposures, stress scenarios, and value-at-risk (VaR)
  • Maintaining a detailed view of the current risk environment, risk events and how they could impact positions
  • Calibrating and modeling risk event scenario outcomes
  • Performing detailed assessment of P&L explained
  • Creating risk measures, analyses and reports used by team members and members of portfolio teams
  • Innovative research relating to the firm’s risk policy, risk allocation and portfolio guidelines

 

Requirements:

 

  • Extensive experience in trading, sales, quant, structuring or market risk role at either a sell-side or buy-side firm. Hedge fund experience is a bonus.
  • Expertise in interest rates derivatives and options, addition of foreign exchange or equity options a plus.
  • Strong programming ability in Python or computer science background with ability to learn Python
  • Strong academic background with a degree in a STEM discipline. Advanced degree preferred.
  • Ability to collaborate and work across global offices and teams.

 

 

To discuss this opportunity in full please get in touch with Niamh Corr.

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