A globally leading prop trading firm is looking to hire a Risk Manager that covers Fixed Income, Currency & Commodities for their NYC office. The firm is one of the most technologically advanced trading firms in the industry and focus mostly on volatility, fixed income, credit and crypto assets. Additionally, this person will be accountable for covering several trading desks with a focus on arbitrage, relative value, and quantitative strategies. This is a key hire as the business looks to build out a centralized risk team to accommodate the firm's growth.
- Monitor, and manage market and liquidity risk across multiple asset classes
- Understand the nuances of systematic fixed income strategies (basis trades, relative value trades, statistical arbitrage) for newly deployed strategies.
- Work with the operations and trading teams to investigate the source of risk limit breaches and resolve them accordingly.
- Design risk measures for systematic macro strategies that control market, operational, and funding risk without disrupting trading activity.
- Implement new risk metrics and design tools for performance.
- 5-10 years of experience as a Risk Manager focused on fixed income strategies/currency, commodities are a plus.
- Knowledge of arbitrage trading, treasury basis and funding spread trades, timing strategies based on yield curve modeling, and long/short hedge fund strategies.
- Knowledge of python and good communication/written skills
- Solid understanding of the importance of risk management within a trading environment