Senior Emerging Markets Risk Manager

Balyasny Asset Management; New York (NY); Sur place; USD 200 000 - 280 000; Plein temps

Résumé du poste

Balyasny Asset Management seeks an experienced Risk Professional to lead portfolio risk across Latin America, Asia, and CEEMEA, partnering with PMs to calibrate risk guidelines and ensure alignment with firm-wide risk appetite. You will perform detailed trade‑level risk analyses, VaR, and stress tests for the Emerging Markets business.

Excellent communication to senior stakeholders is essential, with a strong quantitative background and Python programming ability valued to develop innovative

Qualifications

• 12+ years of experience in trading, sales, structuring, quantitative analysis, or market risk roles.
• Emerging Markets expertise across LatAm, Asia, and CEEMEA with fixed income, rates, FX, and derivatives.
• Strong collaboration across global offices with the ability to present to senior stakeholders.

Responsabilités

• Partner with PMs to understand and analyze portfolio risk across Latin America, Asia, and CEEMEA.
• Calibrate and manage risk guidelines for multiple portfolio teams, aligned with firm risk appetite.
• Collaborate with PMs to resolve discrepancies in measured risk or policy breaches.
• Conduct detailed trade‑level risk analysis for rates, FX, sovereign and corporate credit, equities and derivatives.
• Perform top‑down risk assessments including VaR and stress testing for EM business.
• Present business‑level risk clearly to senior risk and management teams.
• Maintain proactive view of current risk environment and monitor risk events.
• Develop analyses and reports for risk team members and PMs.

Connaissances

Python

Quantitative analysis

Formation

Advanced degree in mathematics/finance/engineering/physics

Description du poste

Location: New York, London, DubaiDepartment: RiskExperience Level: Experience ProfessionalsContact: Brian TrombinoJob ID: REQ7774

Key Responsibilities:

• Partner with Developed and Emerging Markets Portfolio Management teams to understand and analyze portfolio risk across Latin America, Asia, and CEEMEA.
• Calibrate and manage risk guidelines for multiple portfolio teams, ensuring alignment with firm-wide risk appetite and regulatory requirements.
• Collaborate with portfolio managers to resolve discrepancies in measured risk or address risk exposures outside of policy guidelines.
• Conduct detailed trade-level risk analysis for both new and existing positions, including rates, FX, sovereign and corporate credit, equities, and derivatives.
• Perform top-down risk assessments of the Emerging Markets business, including exposure analysis, Value at Risk (VaR), and stress testing.
• Present business-level risk in a clear and concise manner to senior risk and management teams.
• Maintain a detailed and proactive view of the current risk environment, monitoring risk events and their potential impact on positions.
• Construct and analyze event risk scenarios relevant to Emerging Markets.
• Assess and explain P&L drivers, both intraday and historically, across portfolios.
• Develop analyses and reports for use by risk team members and portfolio managers.
• Contribute to innovative research on risk policy, risk allocation, and portfolio guidelines, with a focus on Emerging Markets.

Qualifications:

• 12+ years of experience in trading, sales, structuring, quantitative analysis, or market risk roles at a sell-side or buy-side institution; hedge fund experience strongly preferred.
• Deep knowledge and experience in Emerging Markets, with expertise in Fixed Income, Rates, FX, and derivatives across Latin America, Asia, and CEEMEA.
• Demonstrated ability to collaborate and work effectively across global offices and teams.
• Excellent communication skills, with the ability to present complex risk concepts to senior stakeholders.

Desirable Skills:

• Strong programming skills in Python, or a computer science background with the ability to learn Python.
• Advanced academic background in a quantitative discipline (e.g., mathematics, engineering, physics, finance).