Fixed Income & Macro Risk Strategist

Vallum Associates; New York (NY); On-site; USD 120,000 - 145,000; Full time

Job summary

Join a team specializing in Fixed Income & Macro Risk at a leading investment firm. Collaborate with portfolio managers and analysts to manage risk and model optimization for various traded instruments. Ideal candidates will have strong analytical skills and a background in finance or quantitative analysis, along with proficiency in Python. This full-time role offers competitive salary and growth opportunities.

Qualifications

• Experience in trading, quant, or market risk (buy-/sell-side).
• Strong knowledge of interest rate derivatives; FX/equity options a plus.
• Proficient in Python or strong technical skills.

Responsibilities

• Analyze portfolio and trade-level risk across macro strategies.
• Develop and maintain models for option pricing.
• Conduct stress testing, VaR, and scenario analysis.

Skills

Interest rate derivatives

Quantitative analysis

Python

Education

STEM degree (advanced preferred)

Job description

Join our Fixed Income & Macro Risk team to help manage portfolio risk and drive business growth. You’ll collaborate with portfolio managers, quants, and risk experts to deliver impactful insights across rates, FX, and options.

Key Responsibilities:

• Analyze portfolio and trade-level risk across macro strategies
• Working closely with select fixed income & macro portfolio managers and their teams to understand and analyze their portfolios and risks
• Developing, maintaining, and leveraging models for option pricing in order to quantify unique portfolio risks better.
• Calibrating and managing a set of risk guidelines for multiple portfolio teams.
• Develop and apply option pricing and risk models
• Conduct stress testing, VaR, and scenario analysis
• Create risk reports and collaborate on policy development

Ideal Candidate:

• Experience in trading, quant, or market risk (buy-/sell-side)
• Strong knowledge of interest rate derivatives; FX/equity options a plus
• Proficient in Python or strong technical skills with the ability to learn
• STEM degree (advanced preferred); excellent analytical mindset

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Information Technology

• Industries

  Capital Markets

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