Chief Investment Officer - Market Risk (Associate)
Mentions "vibe coding" as a skill to learn alongside Python; not central but expected to be adoptable by the candidate.
About the Role
Associate-level market risk role responsible for managing and monitoring fixed income portfolios, developing bespoke analytics and financial models, and communicating top risks and research to senior risk management. The role focuses on daily risk monitoring, model implementation, process improvements and collaboration with quantitative teams to improve risk transparency.
Job Description
Role
Associate-level Market Risk position focused on fixed income portfolios. The role develops analytics and research-driven insights, conducts daily monitoring of market risk positions, and presents risk findings to CTC Risk colleagues and senior risk management.
Key Responsibilities
- Develop expertise in fixed income markets and CTC portfolios; produce bespoke analytics and apply research to investment portfolios, pre-trade reviews, and limit updates.
- Monitor daily market risk positions to identify material exposures and concentrations.
- Highlight and communicate top risk changes and deliver deep-dive presentations to risk colleagues and senior management.
- Synthesize macroeconomic research topics into analysis and special reports, assessing impacts on financial projections.
- Evaluate and implement updates to financial models used in market risk management, perform impact assessments, and coordinate implementation timelines.
- Drive efficiencies and process improvements and support technology initiatives.
- Improve risk transparency, methodologies, and reporting by collaborating with quantitative teams and model governance groups.
- Contribute to CTC Risk standards and represent CTC Market Risk in related initiatives; respond to urgent ad-hoc requests from senior risk management.
Requirements
- 3+ years of experience in risk management and/or fixed income.
- Strong understanding of fixed income markets, especially rates products (UST, TIPS, STRIPS, IR Swap, Swaption, Repo, FX Swap, Xccy Basis Swap).
- Knowledge of risk governance and controls including VaR, stress testing, and various return measures; experience with stress construction.
- Excellent written and verbal communication skills with ability to explain technical concepts to varied audiences.
- Ability to work effectively and independently across businesses with strong attention to detail under pressure.
- Capability to challenge portfolio positions and assess allocation of risk and capital.
- Self-motivated, diligent, accountable, and effective at follow-up.
- Strong technical skills in Excel/VBA/Bloomberg; willingness and ability to learn Python, vibe coding, and core business and risk systems.
- Undergraduate degree required; strong academic record. Advanced degree in finance or a related quantitative field, MBA from a top-tier school, or professional qualifications (FRM/CFA/Accountancy) desirable.
Team
Corporate Functions covering finance and risk; role collaborates with Quantitative Research and Model Review/Governance groups to support CTC Market Risk standards and initiatives.