Senior Risk Manager
Garda’s senior risk manager analyses portfolios with an emphasis on macro and rates strategies. The role develops risk frameworks and communicates exposures directly to investment colleagues.
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.
- Design stress scenarios and macro risk metrics
- Analyse portfolio performance, themes and crowded exposures
- Build dashboards for daily and longer-horizon risk review
- Explain important portfolio risks to managers and the risk team
What they ask for
Required
- Eight to ten or more years in relevant bank or hedge-fund roles
- Macro-strategy and rates-risk knowledge
- Sensitivity and scenario analysis
- Volatility and loss measures
- Independent project ownership
- Clear risk communication
Preferred
- Quantitative master qualification
- Education
- A master qualification in finance, engineering, maths or a related subject is preferred.
- Experience
- Minimum 8–10 years in a relevant role at a major bank or hedge fund.
- Markets
- fixed-income
How to prepare
- Present a macro portfolio stress test with explicit scenario assumptions
- Explain when sensitivities and expected-loss metrics disagree
- Demonstrate a dashboard connecting crowding, themes and drawdowns
What to study
- Portfolio Theory and Quantitative Investment
- Quantitative Risk Management
- Financial Instruments, Markets and Conventions
The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Garda Capital Partners’s site before applying: requirements, location and pay can change after we check them.
View the posting on Garda Capital Partners’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Garda Capital Partners and doesn’t handle applications.