Please note the client is looking for Risk Managers with a Hedge Fund background. Strong EM Experience across Fixed Income & Macro. Python experience is required.

A global investment firm is seeking a Senior Emerging Markets Risk Manager to join its Fixed Income & Macro Risk function. The role involves partnering with investment teams across multiple regions and providing independent oversight of Emerging Markets exposures spanning Latin America, Asia, and CEEMEA. This is a strategic, high-influence position supporting the continued development of the firm’s EM platform.


Primary Responsibilities

*Work closely with portfolio managers to assess and interpret risk across EM strategies, ensuring a deep understanding of exposures and portfolio construction across regions.
*Define, monitor, and refine risk limits for a range of teams while maintaining alignment with the firm’s broader risk appetite and regulatory guidelines.
*Address and help resolve any discrepancies in risk reporting, and support investment teams in managing exposures that fall outside established parameters.
*Perform granular risk reviews at the trade and position level, covering instruments across rates, FX, sovereign and corporate credit, equities, and derivatives.
*Conduct macro-level risk reviews of the EM business, including exposure concentrations, VaR analysis, and scenario-based stress frameworks.
*Communicate key risk themes and portfolio dynamics clearly to senior risk leaders and investment heads.
*Stay ahead of market developments by maintaining a forward-looking view of risk drivers, geopolitical catalysts, and event-based scenarios relevant to Emerging Markets.
*Design and implement bespoke scenario analyses to help assess potential impact on portfolios.
*Review P&L trends and provide insight into daily and historical drivers across strategies.
*Produce high-quality reports and analytical outputs for use by portfolio managers and the wider risk organisation.
*Contribute to research on risk methodologies, portfolio guidelines, and allocation frameworks, with a particular emphasis on Emerging Markets.


Required Experience

*12+ years in trading, structuring, quantitative analysis, market risk, or a related area at a buy-side institution; experience within a hedge fund environment is strongly preferred.
*Strong expertise in Emerging Markets across Fixed Income, Rates, FX, and derivative products in Latin America, Asia, and CEEMEA.
*A proven ability to collaborate effectively across global offices and diverse teams.
*Excellent communication skills, particularly in presenting complex risk themes to senior stakeholders.


Preferred Skills

*Solid Python programming capability, or a technical background with the aptitude to acquire strong Python skills.
*Advanced academic training in a quantitative discipline such as engineering, mathematics, physics, or finance.