Goldman Lloyds · 1 day ago
Risk Manager
Connecticut, United States
Full-time
Onsite
Mid, Senior Level
$175K/yr - $250K/yr
3+ years expGoldman Lloyds is a multi-manager hedge fund seeking a Quantitative Risk Manager with 3–6 years of experience. The role involves monitoring and analyzing portfolio risk across equities and fixed income, developing quantitative risk models, and collaborating with various teams to enhance risk infrastructure and decision-making processes.
ConsultingFinancial ServicesProfessional Services
Responsibilities
Monitor, analyze, and interpret portfolio risk across equities and fixed income books, including exposures, factor sensitivities, scenario analyses, stress testing, and liquidity metrics
Partner closely with PMs and analysts to translate investment theses into risk frameworks, ensuring alignment with mandate guidelines and platform-level risk tolerance
Develop, enhance, and maintain quantitative risk models, tools, and dashboards for real-time decision support
Contribute to risk oversight during onboarding of new teams/strategies, including model calibration, limits setting, and evaluation of historical performance drivers
Conduct deep-dive analyses on drawdowns, volatility, tail risk, and cross-asset correlations to identify emerging risks and propose mitigating strategies
Collaborate with technology, data, and operations teams to improve risk infrastructure, data quality, and automation
Prepare and present risk reports and insights to senior risk leadership and CIO-level committees
Stay current on market dynamics, macroeconomic drivers, and industry best practices in equity and fixed income risk management
Qualification
Required
3–6 years of experience in quantitative risk, risk analytics, portfolio construction, or related roles within a hedge fund, asset manager, prop trading firm, or investment bank
Strong understanding of equity and fixed income markets, including factor models, duration/curve risk, credit exposure, and derivatives (options/swaps)
Proficiency in Python, R, or another quantitative programming language; familiarity with SQL a plus
Experience with industry-standard risk systems (e.g., Axioma, Barra, Bloomberg PORT, internally built platforms)
Strong analytical, problem-solving, and communication skills with the ability to articulate complex concepts to investment professionals
Demonstrated ability to work in a fast-paced, multi-PM environment with shifting priorities
Bachelor's or Master's degree in a quantitative discipline (e.g., Mathematics, Statistics, Engineering, Finance, Computer Science)
Company
Goldman Lloyds
An executive search firm powering financial markets globally, our client portfolio includes some of the world's most famous and reputable investment management firms and clients in the Web3 eco-system.
11-50 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase