Trading Risk Manager - Fixed Income Volatility
An established quant fund (~$10b) is growing discretionary strats and seeking talent for their risk team to cover Fixed Income Vol strats.
Their risk managers are fully integrated with the front office, ultimately contributing to optimized trading strategies & managing risk in real-time with the desk. This hire will assess risk & trade performance, facing off directly with PMs in a collaborative manner to increase PnL to assist the growing discretionary business.
The team is ideally seeking someone that brings both buy + sell side market risk experience with core coverage in:
- Fixed Income Volatility (linear + non-linear coverage)
- Options on Fixed Income Securities
- Fixed Income Futures (US Treasury Futures, Eurodollar)
- IR Variance Swaps
- Bond Options
- MBS Prepayment Options
- Fixed Income Vol ETFs or ETNs
- Yield Curve Strategies
- Demonstrated Quantitative/Coding Skills (MUST)
- Production-level coding and prototyping: Python (Numpy/ Pandas), other languages a plus
- Educational Background:
- Advanced Degree in Mathematics, Statistics, Financial Engineering, Computer Science, or Physics
- Experience Level:
- Seniors (10+)
- Juniors or Mid-Level (5+)
- Locations:
- New York (preference)
- London
- Singapore
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