Senior Macro Risk Manager

Garda Capital Partners; New York (NY); Presencial; USD 250.000 - 275.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Discretionary bonus

Healthcare plan

401(k) matching

Descripción de la vacante

Garda Capital Partners in New York seeks a Senior Risk Manager with a macro or rates background to join our team in New York or Geneva. You will identify, measure, and monitor risk for a growing portfolio management group and help build robust risk frameworks and analytics.

The role requires 8–10 years of experience in a top-tier bank or hedge fund, with a Master’s degree preferred in Finance, Engineering, or Mathematics. Collaboration and clear communication are essential.

Formación

• Minimum 8-10 years’ experience in a relevant role at a top tier bank or hedge fund.
• Deep understanding of macro trading strategies and risk factors.
• Ability to design and apply risk metrics (market sensitivity, scenario analysis, volatility/expected loss).
• Strong verbal and written communication skills.

Responsabilidades

• Design and develop risk frameworks, processes, scenario analyses, and metrics for macro-focused portfolios.
• Perform deep-dives on PM portfolios, refining performance assessment and macro drivers.
• Build analytics, dashboards, and tools to monitor risk and share insights with Risk Management and PMs.
• Monitor and analyze risk exposures daily and on longer horizons.
• Contribute independently on complex risk management projects.
• Develop expertise in non-macro trading risk characteristics and market dynamics.
• Communicate key risk factors to the Risk Management team.

Conocimientos

Macro trading

Risk management

Data analysis

Communication

Educación

Master's degree in Finance/Engineering/Mathematics

Descripción del empleo

Garda Capital Partners in New York seeks a Senior Risk Manager with a macro or rates background to join our team in New York or Geneva. You will identify, measure, and monitor risk for a growing portfolio management group and help build robust risk frameworks and analytics.

The role requires 8–10 years of experience in a top-tier bank or hedge fund, with a Master’s degree preferred in Finance, Engineering, or Mathematics. Collaboration and clear communication are essential.