Senior Associate/ Associate Director, Macro Risk
7 months ago
OVERVIEW
In the role of Senior Associate/Associate Director, Macro Risk, the employee report to the Director of Global Risk Management and will be responsible for the following:
Own the risk monitoring and oversight of a set of portfolios with a cross-asset class exposure in linear and non-linear instruments Able to challenge & support Portfolio Managers in their investment process and risk management. Monitor global macro market development and contribute to the definition of ad-hoc risk scenarios Monitor global macro market development and communicate the impact to our global macro portfolios and overall portfolios Perform other ad-hoc risk analytics for both global macro portfolio and overall portfolios Work closely with other members of risk team to support our risk monitoring and management functions Contribute to the implementation of the Firm and Macro Risk Management and contribute to the enhancement of BAM risk analytics and reporting.QUALIFICATIONS & REQUIREMENTS:
5 to 10 years as risk manager/quant analyst/trading Strong experience with Interest Rates Derivatives, FX Derivatives & Emerging Markets Fixed income and Interest Rate Derivatives products. Including Interest Rate Swaps, FRAs, Futures, Government Bonds, Swaptions, Cap/Floors and MidCurves FX products. Including spot, forwards, options, barriers, vol and variance Knowledge of equity derivatives, RV, and commodities is a plus. Understanding of global macro risk framework such as portfolio risk, stress scenarios Communication ability – must speak fluent English and be able to communicate effectively with PMs Strong analytical/problem solving skills (quantitatively savvy) Knowledge of the following programming languages/scripts/tools: Python/SQL/Tableau. Creativity/Idea Generation – generates fresh project ideas and looks for ways to improve existing processes Attention to detail – takes ownership of projects, strong focus on quality, correctness, and intuitiveness of output. Motivated, hard-working, self-starter (will-do attitude)EDUCATION, TRAINING & EXPERIENCE:
Bachelor’s degree or the equivalent Business, Business Administration, Finance, Economics, Mathematics or Engineering from a reputable universityLoading
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