Risk Manager Converts / Credit Strategies

  • Competitive Base & Bonus
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Ashton Lane Group
  • 19 Mar 18 2018-03-19

Supporting the risk management coverage for a global investment manager


  • Run and design risk reports to effectively monitor and assist with the Convertible & Fundamental Strategies portfolio construction
  • Monitor risk exposures against guidelines and proactively engage with the business to avoid and resolve any possible exceedances
  • Gather information from a variety of sources due to instrument diversity and perform quality control on data and reports generated
  • Analyze and understand the information included on risk reports to effectively communicate with recipients of the reports, respond to questions and conduct risk investigation
  • Perform ad-hoc analyses on risk exposures including scenario analysis, VaR and correlation analysis
  • Contribute to the development of risk framework and guidelines
  • Analyze marginal impacts of risk factors and new strategies
  • Track the various strategies profitability and dynamics. Perform P&L attribution
  • Onboard new products, model upgrades and mandate expansions
  • Respond to inquiries from Risk Managers and Portfolio Managers as well as various Citadel constituents including Investor Relations, Legal & Compliance, Portfolio Committee members


  • 5+ years’ credit research & analysis experience supporting multiple credit businesses (Converts, Distressed and Performing Credit)
  • Strong market and financial products knowledge including Equity Derivatives, Credit Derivatives, Corporate Credit & Convertible Bonds. Strong experience in Volatility preferred
  • Knowledge of risk and statistics (SD, regression analysis) VAR, stress tests, tail exposure
  • Superior written and verbal communication skills; quantitative orientation and critical thinking
  • Masters/Bachelor’s degree within a quantitative field

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

Ashton Lane Group® “A trusted advisor throughout your career”