Right now, the business looking to hire a Systematic Risk Manager to help cover their Global Macro trading business. The firm is putting a major focus on allocating more capital into their quantitative global macro strategies. They're looking to make this hire to help manage downside as their book of business grows.
For the opportunity itself, it will report into Risk leadership, and will be a very front-office facing position. From a risk perspective, you will be working with leadership to continue building and enhancing their overall risk framework to support their Global Macro trading business. On the day to day, you will be a direct point of contact for PMs, and will be focused on providing advisory to maximize risk adjusted returns. That said, you will be involved in helping to hedge portfolios, will conduct portfolio deep dives to identify the main risk drivers, and will perform portfolio optimization to maximize risk adjusted returns.
Overall, it's going to be a hands-on individual contributor SME position where you will be working with leadership to help build out the risk infrastructure and frameworks and will be a day-to-day POC for PMs. They're looking for candidates with 5+ years of experience, an FICC background and strong coding skills, primarily in Python.