Arbitrage Risk Manager: Convertible & Event-Driven Equities

Paragon Alpha - Hedge Fund Talent Business; New York (NY); On-site; USD 120,000 - 160,000; Full time

Job summary

A leading investment platform in New York is seeking an experienced Arbitrage Risk Manager to enhance its risk function. This role involves conducting detailed risk analysis of portfolio exposures and collaborating with portfolio managers to refine investment strategies. The ideal candidate will have 7-12 years of experience in risk management at a Hedge Fund, strong communication skills, and proficiency in Python. The position offers an opportunity to make impactful contributions to risk frameworks and oversight.

Qualifications

• 7-12 years of experience in risk management or portfolio management in a Hedge Fund environment.
• Deep understanding of Convertible Arbitrage and Event Driven Equities.
• Strong communication skills for interaction with stakeholders.

Responsibilities

• Conduct in-depth risk analysis of portfolio exposures across Credit and Equities.
• Work with portfolio managers to refine portfolio construction.
• Develop understanding of thematic and fundamental investment strategies.
• Enhance risk frameworks and reporting tools.
• Contribute to daily and weekly risk discussions.

Skills

Risk management expertise

Communication skills

Programming (Python)

Understanding of Convertible Arbitrage

Understanding of Event Driven Equities

Tools

Python

C++

Java

Job description

A leading investment platform in New York is seeking an experienced Arbitrage Risk Manager to enhance its risk function. This role involves conducting detailed risk analysis of portfolio exposures and collaborating with portfolio managers to refine investment strategies. The ideal candidate will have 7-12 years of experience in risk management at a Hedge Fund, strong communication skills, and proficiency in Python. The position offers an opportunity to make impactful contributions to risk frameworks and oversight.