Director, Fixed Income & Macro Risk Manager

Join to apply for the Director, Fixed Income & Macro Risk Manager role at Balyasny Asset Management L.P.

Join to apply for the Director, Fixed Income & Macro Risk Manager role at Balyasny Asset Management L.P.

The Fixed Income & Macro Risk Manager will report to the Co-Head, Fixed Income & Macro Risk Management and work collaboratively with a team of expert risk professionals, quants and portfolio managers to both risk-manage and grow the business.

The Fixed Income & Macro Risk Manager will:

· Calibrate and manage risk guidelines for multiple portfolio teams.

· Have recurring discussions on risk and performance with portfolio managers to understand and analyze their portfolio risk

· Work with portfolio managers on discrepancies in measured risk or addressing risk that falls outside of policy guidelines.

· Perform detailed trade-level risk analysis for both new and existing positions. Strategies and asset classes include interest rates, foreign exchange equities, credit and some commodities (vanilla and derivative instruments).

· Perform top-down risk assessments of the macro business including accounting for exposures, VaR and stress testing.

· Communicate analysis and recommendations clearly through face-to-face meetings and presentations.

· Present the aggregate risk of the business in a coherent and concise fashion to senior members of the risk and management teams.

· Maintain a detailed view of the current risk environment, risk events and how they could impact positions.

· Perform detailed construction of event risk scenarios.

· Perform detailed assessment of P&L explained, both on an intraday and historical basis.

· Create 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 preferred.

· Strong knowledge of and experience in fixed income derivatives and preferably also equity and FX.

· Significant options experience is a plus.

· Passion about and knowledge of Macro investment strategies.

· Programming ability in Python or computer science background with ability to learn Python.

· Experience working with SQL relational databases.

· Strong academic background with a degree in a math focused discipline.

· Ability to collaborate and work across global offices and teams.

Seniority level

• Seniority level

  Director

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

• Industries

  Financial Services and Investment Management

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