Job Responsibilities
- Work closely with existing Risk Team and Portfolio Managers to manage and monitor risk limits for rates, FX, and fixed income asset classes and portfolios
- Provide thoughtful guidelines on setting up new trading parameters for rates, FX, and fixed income asset classes and portfolios
- Develop and implement risk management processes, reports, and toolsets to demonstrate best-in-class risk management practices
- Work closely with business teams including operations and investor relations teams to communicate portfolio strategies, risk allocation, and P&L attribution
- Conduct market research, cross-asset correlation, and projection under different market scenarios
- 5-8+ years in risk management or portfolio management from either the sell side or the buy side
- Strong understanding of Relative Value strategies
- In-depth knowledge of rates/ FX/ fixed income derivative instruments, pricing routine, Greeks, risk factor simulation, VaR analysis, and trading practices
- Previous trading experience preferred
- An educational background in a quantitative or statistical discipline is required
- Excellent communication and interpersonal skills
- Private Health Insurance
- Pension Plan
- Performance Bonus
- Training & Development
- Paid Time Off
