Senior Emerging Markets Risk Manager - London or Dubai
A global investment firm is seeking a Senior Emerging Markets Risk Manager to join its Fixed Income & Macro Risk function. The role involves partnering with investment teams across multiple regions and providing independent oversight of Emerging Markets exposures spanning Latin America, Asia, and CEEMEA. This is a strategic, high‑influence position supporting the continued development of the firm's EM platform.
Primary Responsibilities
- Work closely with portfolio managers to assess and interpret risk across EM strategies, ensuring a deep understanding of exposures and portfolio construction across regions.
- Define, monitor, and refine risk limits for a range of teams while maintaining alignment with the firm's broader risk appetite and regulatory guidelines.
- Address and help resolve any discrepancies in risk reporting, and support investment teams in managing exposures that fall outside established parameters.
- Perform granular risk reviews at the trade and position level, covering instruments across rates, FX, sovereign and corporate credit, equities, and derivatives.
- Conduct macro‑level risk reviews of the EM business, including exposure concentrations, VaR analysis, and scenario‑based stress frameworks.
- Communicate key risk themes and portfolio dynamics clearly to senior risk leaders and investment heads.
- Stay ahead of market developments by maintaining a forward‑looking view of risk drivers, geopolitical catalysts, and event‑based scenarios relevant to Emerging Markets.
- Design and implement bespoke scenario analyses to help assess potential impact on portfolios.
- Review P&L trends and provide insight into daily and historical drivers across strategies.
- Produce high‑quality reports and analytical outputs for use by portfolio managers and the wider risk organisation.
- Contribute to research on risk methodologies, portfolio guidelines, and allocation frameworks, with a particular emphasis on Emerging Markets.
Required Experience
- 12+ years in trading, structuring, quantitative analysis, market risk, or a related area at a sell‑side or buy‑side institution; experience within a hedge fund environment is strongly preferred.
- Strong expertise in Emerging Markets across Fixed Income, Rates, FX, and derivative products in Latin America, Asia, and CEEMEA.
- A proven ability to collaborate effectively across global offices and diverse teams.
- Excellent communication skills, particularly in presenting complex risk themes to senior stakeholders.
Preferred Skills
- Solid Python programming capability, or a technical background with the aptitude to acquire strong Python skills.
- Advanced academic training in a quantitative discipline such as engineering, mathematics, physics, or finance.
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