Macro Risk Manager | UAE

Overview

Macro Risk Manager | UAE Jobs in Dubai, UAE at Balyasny Asset Management LP

Macro Risk Manager The Macro Risk Manager will report to the Head of Macro Risk, Europe and Asia and work collaboratively with a team of expert risk professionals and Portfolio Management teams to help grow the Macro business.

The Macro Risk Manager will be responsible for the following:  Working with Macro PM teams to understand and analyze their portfolio and risk. Calibrating and managing a set of risk guidelines for multiple portfolio teams. Working with portfolio managers on discrepancies in measured risk or addressing risk that falls outside of policy guidelines. Performing detailed trade-level risk analysis for both new and existing positions.

Strategies and asset classes include rates, foreign exchange, equities and focus on both vanilla and derivative instruments. Performing top-down risk assessments of the macro business including accounting for exposures, VaR and stress testing. Presenting the business level risk in a coherent and concise fashion to senior members of the risk and management teams. Maintaining a detailed view of the current risk environment, risk events and how they could impact positions.

Performing detailed construction of event risk scenarios. Performing detailed assessment of P&L explained, both on an intraday and historical basis. Creating analyses and reports used by team members and members of portfolio teams.

Innovative

research relating to the firm’s risk policy, risk allocation and portfolio guidelines.  To be considered a good fit, you must have:

Deep experience in trading, sales, quant, structuring or market risk role at either a sell-side or buy-side firm. Hedge fund experience is a bonus. Strong knowledge and deep experience in Fixed Income and preferably Rates and FX, including derivatives. Strong programming ability in Python or computer science background with ability to learn Python. Strong academic background with a degree in a math focused discipline.

Ability to collaborate and work across global offices and teams.  #J-18808-Ljbffr

Title: Macro Risk Manager | UAE

Company: Balyasny Asset Management LP

Location: Dubai, UAE

Category: Finance & Banking (Financial Consultant, Risk Manager/Analyst)