Senior Emerging Markets Risk Manager
This manager oversees emerging-market exposures within the fixed-income and macro business. The role combines trade-level analysis, portfolio limits and event-driven stress scenarios.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Analyse rates, FX and credit positions across emerging regions
- Calibrate risk guidelines for portfolio teams
- Investigate differences in measured risk and realised P&L
- Present event scenarios and business-level exposures
What they ask for
Required
- Twelve or more years in relevant markets roles
- Emerging-market instruments and risk factors
- Rates, FX and derivative expertise
- Portfolio risk analysis
- Global-team collaboration
- Senior-stakeholder communication
Preferred
- Python
- Quantitative postgraduate background
- Hedge-fund experience
- Education
- Advanced quantitative studies are desirable; no mandatory degree level is stated.
- Experience
- 12+ years in trading, structuring, quantitative analysis, sales or market risk; hedge-fund experience preferred.
- Languages and tools
- Markets
- fixed-income, fx, credit, equities
How to prepare
- Prepare an emerging-market event stress scenario
- Explain risk attribution across rates, currencies and credit
- Demonstrate how portfolio limits reflect a stated risk appetite
What to study
- Quantitative Risk Management
- Portfolio Theory and Quantitative Investment
- Financial Instruments, Markets and Conventions
The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.
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Read the full posting on Balyasny Asset Management’s site before applying: requirements, location and pay can change after we check them.
View the posting on Balyasny Asset Management’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Balyasny Asset Management and doesn’t handle applications.