Director, Fixed Income Risk

Director, Fixed Income Risk (NY, NY) Oversee the dsgn, dvlpmnt & maintenance of risk reporting systems tailored to firm's specific needs & which provide insights into various aspects of fixed income risk. Dvlp & implmnt sophisticated risk models covering a wide range of risks such as interest rates, credit spreads, volatility & correlations across different asset classes. Work closely w/ traders to dvlop pre-trade risk metrics & profit & loss projections. Customize risk tools & analytics (real-time risk dashboards, scenario analysis tools & position monitoring systems tailored to specific trading desks or strategies) to suit unique needs of traders. Oversee the centralization & mngmnt of trading data rltd to liquidity, credit & mkt risks by aggregating data from various sources, ensuring data qlty & integrity & maintaining comprehensive databases that support risk analysis & reporting. Conduct regular back-testing exercises. Compare model predictions w/ actual outcomes & refine the risk mngmnt framework accordingly. Apply FINRA regulatory knowl, projection analysis, FICC reserve methodology & stress-testing into firm-wide liquidity reporting. Req: Master's deg in fin'l engg or rel fld + 5 yrs of exp using FINRA regulatory & Repo & FICC knowl, VBA, SQL, Bloomberg & Python in occupations involving sim duties/techn'l capabilities. Hybrid telecommuting allowed. $275,000/yr. Submit cvl & resume to HR, Hidden Road Partners LP, careers@hiddenroad.com.