Fixed Income Risk Manager
The qualified candidate will be responsible for the risk management of the Fixed Income Portfolio Managers US investments. As part of the role they will assess the portfolio’s currency risks.
Primary Responsibilities
• Create internal guidelines and limits within the Fixed Income group and implement these with Portfolio Managers,
• Monitoring portfolio risk of each portfolio manager both individually and in aggregate.
• Monitor profit and loss and as well as other performance measures.
• Communicate with Portfolio Managers to understand and document their rationale for strategies/thesis.
• Prepare reports to communicate important themes to senior management.
• Monitor liquidity of the portfolios.
• Assist with the selection of additional Portfolio Managers and provide risk assessments on their strategies.
• Monitor intraday trading against internal guidelines and risk limits.
• Track market developments ex: significant market movements, research insights, central bank actions, changes in market structure or liquidity
• Attend regular global Risk Group conference calls to share information and provide insight and work with analytics developers and technologists to help drive development and delivery of Risk Group priorities
Qualifications/Skills Required
• 5+ years of experience in a Fixed Income risk management role
• 10 years of experience in Fixed Income trading, modeling, research, and/or structuring.
• A high degree of statistics and financial products modeling techniques.
• Programming experience (Python, VA, SQL etc)
• Must have a very strong product knowledge in Asian currency Fixed Income instrument with an understanding of historical market evolutions.
• Excellent verbal and written communication skills. The qualified candidate must be able to effective raise issues and challenge Portfolio Managers on important matters.
To apply for this role please email careers@murchinsonltd.com with a resume and cover letter specifying position in subject line.