A Multi Strategy Hedge Fund is hiring a Risk Manager to join the Event Driven Strategies group in New York.
The fund has over $25B AUM allocated in strategies across all major asset classes, and they are building out this risk team to cover several event driven strategies. This individual will report to the Heads of Event Risk and Systematic Risk, so there is a strong quantitative aspect to this hire.
This is a learning experience for buy side or sell side market risk analysts looking to make a move. These complex strategies are on the rise in the current market environment, and the fund is looking to promote this individual from within over the next few years.
- Work with Portfolio Managers to design and develop risk methodology across event driven strategies
- Design and enhance unique risk metrics, tools, and reports
- Prepare analytics and discuss with Global Risk Committee members
- Provide ad hoc support for portfolio managers across the firm
- 2-6 years of experience in sell side market risk or hedge fund risk
- Master's in a quantitative discipline
- Coverage: equity, credit products, CDS/CDX, derivatives convertible bonds
- Proficient in Python/SQL