Risk Manager (Fixed Income/Commodities)
Summary: A leading Prop Trading firm is looking to add an exceptional Senior Risk Manager to the Risk management team in London, where you will be responsible for performing daily risk monitoring of the trading portfolios and assisting in the ongoing development and enhancement of their state of the art platform, risk management framework and tools. You will be working in the front office, close to the investment process alongside the Traders/Portfolio Managers, monitoring risk exposure, setting limits and communicating risk-related information, whist getting involved in trading strategies.
- Define, Develop and implement a robust risk management framework that covers all the of the firms various trading strategies.
- Responsible for the continuous monitoring of the risk limits, hedging/trading activities, exposures and performance of the funds.
- You will be expected to develop and implement risk toolkits for reporting and dashboard purposes, helping optimise and enhance the already existing framework.
- Ensure you are up to date with the current market dynamics through continuous research, in order to maintain an in detailed understanding of the risk factors and drivers of portfolio performance and risk appetite.
- Assist the risk-tech teams with their creation of production-level infrastructure where needed
- Support the firm's goal to build a state of the art infrastructure to streamline work flows
- Masters in Finance, Economics, Mathematics, Physics, Statistics, Engineering or an equivalent in other science disciplines.
- Min. 5 years' experience in a Risk Management or Trading position covering Fixed Income/Commodities
- Strong Quantitative background and proficient in Python for data analysis, modelling and programming purposes.
- Understanding of Option Pricing Models and Risk Measures
- Experience building tools/reporting models for risk and trading activities
- Experience working with Traders/Portfolio Managers on trading strategies and communicating risk-related information, mitigating potential risk faced by the firm.