Portfolio Risk Manager- Rates/Derivatives-Asset Manager – Baltimore recruitment
Responsibilities will focus on Interest Rate products [Treasuries, Agencies, Corporate Bonds, High Yield, Emerging Markets, and F.I. Derivatives] and encompass all aspects of market and investment risk management including monitoring, measurement, limit setting, stress testing, reporting, hedging and compliance. As a hands-on Risk Manager, the Candidate will manage 2 Quantitative Analysts and work closely with Senior Management, Trading Heads, internal control and regulatory contacts on hedging strategies, risk mitigation, new products, processes and policy issues. Applicant must have: 7-10 years of experience in investment portfolio risk measurement techniques with a major buy side asset manager, including VaR and Stress Testing, an extensive background using derivatives (CDS, Swaps, Futures) as a hedge vehicle, and superior communication skills.
Refer to Job#19448 -EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.