The Senior Emerging Markets Risk Manager will report to the Co-Heads of Fixed Income & Macro Risk and work collaboratively with a global team of expert risk professionals, quantitative analysts, and Portfolio Management teams. The individual will be responsible for risk oversight and analysis across Emerging Markets in Latin America, Asia, and CEEMEA. This is a high-impact role supporting the growth and risk management of the firm’s Fixed Income & Macro business in Emerging Markets.
Key Responsibilities:
- Partner with Developed and Emerging Markets Portfolio Management teams to understand and analyze portfolio risk across Latin America, Asia, and CEEMEA.
- Calibrate and manage risk guidelines for multiple portfolio teams, ensuring alignment with firm-wide risk appetite and regulatory requirements.
- Collaborate with portfolio managers to resolve discrepancies in measured risk or address risk exposures outside of policy guidelines.
- Conduct detailed trade-level risk analysis for both new and existing positions, including rates, FX, sovereign and corporate credit, equities, and derivatives.
- Perform top-down risk assessments of the Emerging Markets business, including exposure analysis, Value at Risk (VaR), and stress testing.
- Present business-level risk in a clear and concise manner to senior risk and management teams.
- Maintain a detailed and proactive view of the current risk environment, monitoring risk events and their potential impact on positions.
- Construct and analyze event risk scenarios relevant to Emerging Markets.
- Assess and explain P&L drivers, both intraday and historically, across portfolios.
- Develop analyses and reports for use by risk team members and portfolio managers.
- Contribute to innovative research on risk policy, risk allocation, and portfolio guidelines, with a focus on Emerging Markets.
Qualifications:
- 12+ years of experience in trading, sales, structuring, quantitative analysis, or market risk roles at a sell-side or buy-side institution; hedge fund experience strongly preferred.
- Deep knowledge and experience in Emerging Markets, with expertise in Fixed Income, Rates, FX, and derivatives across Latin America, Asia, and CEEMEA.
- Demonstrated ability to collaborate and work effectively across global offices and teams.
- Excellent communication skills, with the ability to present complex risk concepts to senior stakeholders.
Desirable Skills:
- Strong programming skills in Python, or a computer science background with the ability to learn Python.
- Advanced academic background in a quantitative discipline (e.g., mathematics, engineering, physics, finance).