Senior Risk & Portfolio Optimization Lead

Morgan Stanley; West Conshohocken (PA); Presencial; USD 150.000 - 210.000; Jornada completa

Descripción de la vacante

Morgan Stanley Investment Management seeks a Senior Risk Manager for its AIP Hedge Fund team to support a multi-manager global macro hedge fund. The role focuses on risk identification, portfolio construction, and quantitative tooling to enhance risk-adjusted returns across the platform.

The ideal candidate will combine quantitative depth with practical markets experience and independent judgment, working with PMs, the CRO, and senior leadership to drive robust risk management and innovative

Formación

• Minimum of seven years of relevant experience in risk management or portfolio construction.
• Deep understanding of capital markets and portfolio risk.
• Strong knowledge of portfolio construction and risk models.

Responsabilidades

• Identify and manage portfolio risks with VaR, market/factor, Greek and concentration risks.
• Advise PMs on construction, sizing, hedging and risk management to improve risk-adjusted returns.
• Analyze portfolio behavior across markets and stress scenarios.
• Evaluate performance and alpha attribution across asset classes and positions.
• Contribute to risk allocation, capital deployment and portfolio constraints.
• Develop optimization methodologies: alpha combination, risk-model integration, exposure management.
• Monitor market developments and communicate risks to PMs and leadership.
• Partner with trading to improve execution.
• Design Python-based analytics tools and automation for workflows.

Conocimientos

Risk management

Portfolio construction

Python

Quant analysis

Hedge funds

Herramientas

Python

Descripción del empleo

Morgan Stanley Investment Management seeks a Senior Risk Manager for its AIP Hedge Fund team to support a multi-manager global macro hedge fund. The role focuses on risk identification, portfolio construction, and quantitative tooling to enhance risk-adjusted returns across the platform.

The ideal candidate will combine quantitative depth with practical markets experience and independent judgment, working with PMs, the CRO, and senior leadership to drive robust risk management and innovative