Risk Manager
The Risk Manager will report to the Chief Risk Officer and will focus on Liquid Markets hedge funds with activity throughout all asset classes such as: rates, foreign exchange, credit, equities and commodities.
The Risk Manager will:
- Cover market and credit/counterparty risks
- Have a strong understanding of portfolios at position level; identify and analyze risks within the portfolio’s strategies and for the overall portfolio
- Proactively communicate with the portfolio managers about their portfolio and the overall market
- Be actively involved in portfolio construction, help portfolio managers better understand the risk dynamics in their portfolios, support them in optimizing portfolio’s risk profile, help portfolio managers enhance profitability
- Measure and analyze portfolio risks based on VaR and stress tests
- Prepare analysis for weekly risk meetings with each portfolio manager
- Participate in investor meetings to discuss risk profile and methodologies
- Be involved in implementing broader risk framework within Liquid Markets, help build out stress test and analytical infrastructure, prepare for company-wide risk reporting
The ideal candidate will have:
- At least 5 years of practical trading/market experience in more than one asset class, including derivatives
- Excellent knowledge of options, convexity, forward rates and basis trading, and the ability to judge the riskiness of these types of positions
- A strong quantitative background
- In-depth familiarity with risk measurement techniques
- Excellent interpersonal, oral and written communication skills in order to effectively establish strong relationships with portfolio managers and investors
- A highly proactive attitude and willingness to work long hours
- Strong attention to detail, ability to work both independently and as a team player in a fast paced dynamic environment
- A bachelor’s degree with a post graduate degree preferred