We are looking for a senior Risk Manager to support our growing global Multi Asset Arbitrage business:
- Conduct daily analysis on portfolios in equity, corporate credit, and equity derivatives asset classes. Develop understanding around thematic and fundamental investments across multiple strategies.
- Improve methodologies, metrics, and reporting for risk managing Multi Asset Arbitrage portfolios; build monitoring tools to share with PMs.
- Provide input for daily Risk Worksessions and weekly Global Risk committee discussions.
- Contribute to BAM’s risk analytics, processes and reporting within the Multi Asset Arbitrage business. Perform ad-hoc risk analysis for other portfolios across the firm
- Report to Co-heads of Systematic and Event Risk
Requirements:
- 10 or more years’ experience in finance roles, as a risk manager, quantitative researcher, analyst, trader, and/ or portfolio manager in a bank or hedge fund.
- Practical experience in Equity Derivatives strategies (e.g. dispersion, index vol relative value.
- Asset class experience in Credit strategies including Convertible Arbitrage, High Yield and Investment Grade Credit, Municipal Bonds, CMBS, and CLOs.
- Practical strategy experience in event driven equity strategies (e.g. merger arbitrage, index rebalance, spin-off / corporate restructuring trades)
- Strong academic background in a quantitative area e.g. math, physics, economics or finance.
- Strong communication skills. The role involves constant dialogue with all parts of the organization
- Intermediate or better programming experience in any of Python/C++/C#/C/Java.
- Strong analytical skills. Creative, motivated, hard-working, and strong all-round interest in financial markets. Practical approach to problem solving.
- Attention to detail – takes ownership of projects, strong focus on data quality, correctness, and intuitiveness of output.
Nice to have:
- Knowledge of RiskMetrics
- Programming experience with SQL or other databases