Chief Investment Officer - Market Risk (Associate)

Job Responsibilities: 

• Develop expertise in fixed income market and CTC’s corresponding portfolios; produce bespoke analytics and apply research topics to the investment portfolio, pre-trade investment reviews and limit updates
• Highlight and discuss risk changes and top risks, present deep dives to CTC Risk colleagues and senior risk management
• Daily monitoring of market risk positions - with the aim to identify material risk exposures and concentrations. 
• Synthesize top-of-mind research topics relevant to the investment portfolios into analysis and special reports.  Analyze macroeconomic variables and understand the impact to financial projections.  
• Evaluate and implement updates to financial models used in market risk management, including challenges to proposed methodology, performing impact assessments, and coordinating model implementation timelines. 
• Push efficiencies and process improvements and be involved in driving technology initiatives
• Improve risk transparency, methodologies and reports by collaborating with quantitative teams on model results and implementation such as Quantitative Research (QR) and Model Review Group (MRG)
• Contribute to CTC Risk standards and best practices by collaborating with other risk groups; represent CTC Market Risk in various related initiatives and ensure timely delivery of projects 
• Respond to urgent ad-hoc requests from senior risk management

 

Required qualifications, capabilities, and skills

• 3+ years of experience in risk management and/or fixed income.
• Understanding of fixed income markets with a particular focus on rates products (UST, TIPS, STRIPS, IR Swap, Swaption, Repo, FX Swap, Xccy Basis Swap). 
• Understanding of the governance and controls surrounding risk monitoring including, VaR, stress testing, various return measures and experience with stress construction
• Excellent written and spoken communication skills with ability to explain technical concepts in practical terms; must be able to converse with a wide variety of groups 
• Demonstrated ability to work effectively and independently across different businesses and functional areas with thorough attention to detail in a high-pressure environment
• Ability to challenge the portfolio manager's market positions and views and help assess the best allocation of risk and capital to various positions and businesses
• Self-motivated, diligent, strong sense of accountability and good at following up on issues 
• Strong technical skills in Excel/VBA/Bloomberg; ability to learn python, vibe coding, use core business and risk systems
• Excellent academic record and an undergraduate degree are required; Advanced degree in finance or a related quantitative field; MBA from a top tier school or professional qualification in (FRM/CFA/Accountancy) is desirable