Executive Director & Senior Risk Manager, Global Macro
Core
Senior risk manager supporting a multi-manager global macro hedge fund, partnering with portfolio managers to optimize portfolio construction, manage risk, and develop quantitative investment tools.
Role type
Senior IC quantitative risk manager (global macro)
Builds
Hedge fund portfolio solutions and risk management infrastructure
Domain
Global macro hedge funds / quantitative finance
Deliverable
production ML models
Required skills
Portfolio construction and optimization, Risk modeling (VaR, Greeks, factor risk), Python, SQL, Capital markets knowledge, Position sizing and hedging, Market impact modeling
Preferred skills
Direct investment or trading experience, Portfolio management experience, Intuition for real-market portfolio behavior
Technologies
Python, SQL
Responsibilities
Identify and manage portfolio risks (VaR, Greeks, concentration, liquidity); Advise PMs on portfolio construction and hedging; 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 to improve execution efficiency; Design Python-based analytical tools and research infrastructure.
