Executive Director & Senior Risk Manager, Global Macro
Core
Senior Risk Manager supporting a multi-manager global macro hedge fund by partnering with portfolio managers to optimize portfolio construction, manage risk, and develop quantitative investment tools.
Role type
Senior IC risk manager (global macro)
Builds
Hedge fund portfolio solutions and risk management infrastructure
Domain
Global macro hedge funds / Capital markets
Deliverable
production ML models
Required skills
Portfolio construction, risk modeling, Python, SQL, market intuition, position sizing, hedging, stress testing
Preferred skills
Direct investment or trading experience, portfolio management experience
Technologies
Python, SQL
Responsibilities
Identify and manage portfolio risks (VaR, Greeks, concentration, liquidity); Advise PMs on portfolio construction and risk-adjusted returns; Analyze portfolio behavior across market environments; Evaluate portfolio performance and sources of alpha; Contribute to platform-level risk allocation decisions; Develop portfolio optimization methodologies; Monitor market developments and communicate risks; Partner with trading for execution efficiency; Design Python-based analytical tools.
Seniority
Senior, hands-on IC
