Top technology-driven prime brokerage and FinTech services firm is looking to hire an experienced Fixed Income Risk Manager to join its growing team in the US. The role will report to the CRO and involve working with a breadth of stakeholders.
We are looking for an asset class specialist within risk to focus on expanding the company’s fixed income business. The successful hire will be intricately involved in researching and designing margin and stress test methodologies for fixed income products, assist in key risk management duties regionally, and work closely with senior management and external counterparties.
What we’re looking for
- Advanced degree in Mathematics, Physics or similarly rigorous subject
- 10-15 years of risk management/trading experience on the sell-side or buy-side
- Strong knowledge of fixed income products, including treasuries, mortgage-backed securities, interest rate swaps and futures
- Some python experience
- Experience in repo activity involving fixed income products
- Strong quantitative background in data analysis and model design
- Understanding of and interest in credit analysis and financial statements
- Strong communication skills
- Experience working with engineering and/or quantitative development teams
- Experience in CVA, KVA and XVA a plus
This is a full-time hybrid role based in New York. Compensation is highly competitive and contingent on experience.