Job Information
Hidden Road Partners Director, Fixed Income Risk in New York, New York
Oversee the design, development, and maintenance of risk reporting systems tailored to firm's specific needs and which provide insights into various aspects of fixed income risk. Develop and implement sophisticated risk models covering a wide range of risks such as interest rates, credit spreads, volatility, and correlations across different asset classes. Work closely with traders to develop pre-trade risk metrics and profit and loss projections. Customize risk tools and analytics (real-time risk dashboards, scenario analysis tools, and position monitoring systems tailored to specific trading desks or strategies) to suit unique needs of traders. Oversee the centralization and management of trading data related to liquidity, credit, and market risks by aggregating data from various sources, ensuring data quality and integrity, and maintaining comprehensive databases that support risk analysis and reporting. Conduct regular back-testing exercises. Compare model predictions with actual outcomes and refine the risk management framework accordingly. Apply FINRA regulatory knowledge, projection analysis, FICC reserve methodology, and stress-testing into firm-wide liquidity reporting.Req: master’s degree in financial engineering or related field plus 5 years of experience using FINRA regulatory and Repo & FICC knowledge, VBA, SQL, Bloomberg and Python in occupations involving similar duties/technical capabilities. Hybrid telecommuting allowed. Submit cvl & resume to HR, Hidden Road Partners LP, careers@hiddenroad.com.
Minimum Salary: 275,000 Maximum Salary: 275,000 Salary Unit: Yearly
