- Extend and enhance the firms risk analysis framework to handle new strategies, new products and new asset classes
- Work closely with the portfolio management team, quant researchers, and senior risk managers to add necessary insights to the portfolio construction and asset allocation process
- Provide insight regarding drivers of risk movements to senior management and portfolio managers.
- Develop novel risk algorithms to assess positioning in both normal market conditions and stressed scenarios.
- Provide optimisation techniques with the intention of increasing risk-adjusted returns
- Work alongside the portfolio managers to offer hedging advice and advisory
- Support the CRO and other risk managers in managing risk exposures across the Global Macro business
- Work collaboratively with the group in designing the risk toolkit (dashboards, reports, risk analysis tools, etc.)
- Assist the risk-tech teams with their creation of production-level infrastructure where needed
- Support the firm's goal to build a state of the art infrastructure to streamline work flows
- Min. 4 years' experience working within an Asset Manager, Hedge Fund or Investment Bank on the trading desk/working within investment portfolios.
- Financial market knowledge
- Strong global macro market knowledge (Equities, futures, Fixed Income, FX)
- Ability to code and use analytical models
- Familiarity with PnL attribution, VaR, etc.
- Advanced technical proficiency with Python