Risk Manager – Developed Market Rates recruitment

Black River Asset Management (Black River) is a global alternative asset management firm providing hedge fund and private equity solutions to institutional investors. Formed in 2003, we are an independently managed subsidiary of Cargill, one of the world's largest providers of food, agriculture and industrial products and services. 

We currently have approximately $5B assets under management, 12 offices in 10 countries and more than 25 years of worldwide investment experience.  Our investment team is a seasoned group of more than 80 portfolio managers and analysts.  Because of their in-country presence, our local market experts provide exceptional insight into emerging economies, allowing us to take advantage of new opportunities and trends.

Our track record is built on core competencies in fixed income and equity relative value, commodity and emerging markets trading and investing. Capitalizing on our extensive international network and relationship with Cargill, we combine broad perspectives with focused strategies to deliver portfolio diversification and absolute returns.

This Risk Management role is focused on providing value-added, risk management solutions to support Black River’s Developed Rates trading activity.   Primary responsibilities include reviewing daily quantitative risk metrics and exposures, providing timely and insightful qualitative assessments on the risk profile of the fund, and highlighting key risks and or concentrations to the Chief Investment Officer and the Senior Portfolio Manager.  This role will also be an integral part of Black River’s broader Risk Management Team.   Active collaboration and cross pollination of risk management practices and ideas is expected and encouraged among Black River’s Risk Managers.

This role will be in our Minneapolis office.

Principal Accountabilities: 
 

QUALIFICATIONS:

Required:

Preferred: