Convertible Arbitrage Risk Manager

Selby Jennings QRF
Manhattan, USA
05 Aug 2022
18 Aug 2022
Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
A leading multi-strat hedge fund with over $30 Billion AUM is looking to hire a Risk Manager to cover Convertible Arbitrage strategies and help to revolutionize the fund's Convert-Arb business.

This individual will lead the risk management effort for convertible bond, capital structure, and convert-arb strategies, and they will report directly to one of the Global Heads of Risk here in New York. The fund is looking for an expert in convertible arbitrage risk management who can provide effective leadership over the desk as they continue to build out the team of traders, PMs, and risk managers.

The ideal candidate has 8+ years of risk management experience, convertibles/arbitrage expertise, strong technical and quantitative skills, and previous experience in a front office role.

  • Assist in building out the convert-arb risk framework and methodology as the team and business continue to scale up
  • Enhance risk systems and infrastructure
  • Monitor risk metrics, limits, and exposures, and discuss strategy improvements with PMs and senior risk management
  • Evaluate trade ideas, size trades appropriately, and optimize capital allocation and usage across the investment team
  • Interview PM candidates and establish risk limits

  • 8+ years of front office risk management experience
  • Expertise covering convertible arbitrage strategies and fixed income risk management
  • Technical proficiency in Python, R, SQL, VBA/Excel
  • Strong leadership and communication skills with senior stakeholders and portfolio managers

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