Identifying, capturing, and communicating material risks of the business, including credit, tail risk, liquidity, and convexity.
Ensuring that risk-taking at the individual portfolio level and at the firm level is efficient and deliberate, by setting appropriate risk guidelines and limits.
Developing and advancing stress testing and VaR frameworks.
Developing and maintaining a framework for capital allocation to maximize risk-adjusted returns and profitability at the various business levels and at the firm level.
Actively managing the firm’s risk exposures through regular meetings, analysis and insights.
Leading research efforts to develop innovative risk management approaches, tools and analytics by leveraging the collective knowledge of the platform.
The goal is to enhance the quality of performance and improve the firm’s risk-adjusted return.
Enhancing management’s understanding of investment performance by developing intuitive and efficient frameworks for performance attribution and educating all internal constituencies on those frameworks.
Provide additional support with other risk managers in managing the market risk across the Macro business. Manage and mentor Quantitative Analysts on the team.
Minimum 5 years experience as a Risk Manager covering US & EU Power & Gas Products
Strong understanding of Pricing models, risk sensitivities, best practice for risk aggregation.
Prior experience working with Portfolio Managers / Traders