The Role We are seeking an exceptionally talented individual to join our Cross-Asset Derivatives Risk Management team as a Risk Manager. This role will focus on risk management and portfolio oversight of the firm’s Equity Derivatives, Macro EM and Delta One strategies, which include Equity vol, Fixed Income, Index Rebalance & Special situations strategies amongst others. What you’ll do As a Risk Manager, you will: Report to the Head of Cross-Asset Derivatives Risk and partner daily with Portfolio Managers, Strats, and developers to monitor portfolios and design solutions that reduce concentration and stress risks. Build, implement and validate models that power both risk management and the investment process. Partner with our Technology organisation to enhance data infrastructure, automate risk-limit monitoring and streamline raw-data ingestion. Work with Portfolio Managers, providing regular and ad-hoc analytics on strategy performance, risk profiles and tail-risk scenarios. Collaborate with strategy COO, fellow risk managers and tech teams to build and maintain the modelling, pricing and analytics toolkit that powers our multi-strategy platform. What you’ll bring What you need: A minimum of 5 years’ relevant experience in a PM-facing role Strong knowledge of Latam Macro Strategies and portfolio risk management Knowledge of quantitative finance including risk-neutral options pricing and cross-sectional factor models Experience analyzing and modeling large data sets Strong coding skills in one or more languages such as R, Python or C Experience working with relational databases such as MySQL Strong communication skills We’d love if you had: Direct experience in Macro, Delta one and Equity Derivatives Strategy