ZipRecruiter

Log In

1

Hedge Fund Risk Management Jobs (NOW HIRING)

Initio Capital

Hedge Fund Manager

New York, NY · On-site

$145K - $185K/yr

It is provided to help job seekers understand the responsibilities and qualifications typically associated with hedge fund leadership, portfolio management, and investment decision-making roles.

Initio Capital

Hedge Fund Analyst

New York, NY · Remote

$145K - $185K/yr

It is provided to help job seekers understand the responsibilities and qualifications typically associated with early-career roles in hedge fund research, trading, and portfolio management . Actual ...

Carlson Capital

Hedge Fund Receptionist

Dallas, TX · On-site

$15.75 - $20.50/hr

P., our core mission is to provide our investors with a risk-adjusted superior return. We achieve ... This position requires managing a highly visible, fast-paced front desk environment with efficiency ...

UBS

Credit Risk Officer - Hedge Funds

New York, NY · On-site

$140K - $188K/yr

Do you have strong analytical skills? We're looking for someone who can: • assess counterparty credit risk using a solid understanding of hedge fund and family office risk management, trading ...

next page

Showing results 1-20

People also search for

All JobsHedge Fund Risk Management Jobs

Hedge Fund Risk Management information

See salary details

$14

$30

$74

How much do hedge fund risk management jobs pay per hour?

As of Jun 5, 2026, the average hourly pay for hedge fund risk management in the United States is $30.34, according to ZipRecruiter salary data. Most workers in this role earn between $19.47 and $38.70 per hour, depending on experience, location, and employer.

What are the key skills and qualifications needed to thrive in Hedge Fund Risk Management, and why are they important?

To thrive in Hedge Fund Risk Management, you need a strong background in finance, quantitative analysis, and risk modeling, often supported by degrees in finance, mathematics, or related fields. Expertise in risk management systems (such as Bloomberg, RiskMetrics, or MSCI) and relevant certifications like FRM or CFA are highly valued. Outstanding analytical thinking, attention to detail, and effective communication are crucial soft skills for success in this role. These competencies are essential for accurately identifying, assessing, and mitigating financial risks to optimize portfolio performance and ensure regulatory compliance.

What are some common challenges faced by professionals in hedge fund risk management, and how can they be addressed?

Professionals in hedge fund risk management often face challenges such as rapidly changing market conditions, managing complex portfolios with diverse asset classes, and ensuring compliance with regulatory requirements. Staying updated on global economic events and leveraging advanced analytics can help mitigate these risks. Additionally, effective communication with portfolio managers and investment teams is crucial for identifying potential exposures early and developing strategies to minimize them.

What is hedge fund risk management?

Hedge fund risk management refers to the processes and strategies used to identify, assess, monitor, and mitigate financial risks within a hedge fund. This includes managing market risk, credit risk, liquidity risk, and operational risk to protect investors' capital and ensure the fund's long-term stability. Professionals in this field use quantitative models, stress testing, and scenario analysis to evaluate potential losses and implement controls. Effective risk management is essential for meeting regulatory requirements and maintaining investor confidence in the fund.

What is the 20 20 rule for hedge funds?

The 20/20 rule in hedge fund risk management refers to limiting a fund's exposure so that no single position exceeds 20% of the portfolio, and the total risk from all concentrated positions does not surpass 20% of the total assets. This guideline helps manage concentration risk and maintain diversification, which are key considerations for risk managers in hedge funds. Adhering to such rules often involves using risk management tools and regular portfolio reviews.

What is the difference between Hedge Fund Risk Management vs Quantitative Analyst?

AspectHedge Fund Risk ManagementQuantitative Analyst
Required CredentialsFinance certifications (CFA, FRM), risk management experienceAdvanced degrees in math, statistics, or finance; programming skills
Work EnvironmentFinancial firms, hedge funds, risk departmentsInvestment banks, hedge funds, asset management firms
Primary FocusIdentifying, assessing, and mitigating risks in portfoliosDeveloping models and algorithms for trading strategies

Hedge Fund Risk Management professionals focus on managing and mitigating risks within investment portfolios, ensuring stability and compliance. Quantitative Analysts develop mathematical models to inform trading decisions. While both roles require strong quantitative skills and finance knowledge, risk managers emphasize risk assessment and mitigation, whereas quantitative analysts focus on model development and data analysis.

More about Hedge Fund Risk Management jobs
What job categories do people searching Hedge Fund Risk Management jobs look for? The top searched job categories for Hedge Fund Risk Management jobs are:
Hedge Fund Risk Management jobs near you
Infographic showing various Hedge Fund Risk Management job openings in the United States as of May 2026, with employment types broken down into 13% As Needed, 13% Full Time, 49% Part Time, and 25% Contract. Highlights an 92% Physical, 2% Hybrid, and 6% Remote job distribution, with an average salary of $63,100 per year, or $30.3 per hour.

Credit Officer Hedge Fund Risk - x2

JCW Group

Manhattan, NY • Hybrid

$200K - $250K/yr

Other

Posted 16 days ago

Job description

Posted: 18/11/2025 Location: New York , New York, United States Salary: $200000 - $250000 Job type: Permanent
I am currently recruiting X2 Hedge Fund Risk Credit Officers - Director. My client is a leading global bank and actively looking to grow their division due to continued strategic and organic growth across the division. This is an extremely exciting opportunity within a solid and well-established team.
Top skills

  • Counterparty Credit Risk
  • Must have recent exposure as Hedge Fund Risk/Hedge Fund Credit Officer within sell side organization
  • Exposure as Credit Risk Officer 2LOD or 1LOD
  • Knowledge and exposure to Prime Brokerage is advantageous

Right to work: Ideally US citizen - Green card holders
Salary: $200,000 - $250,000 + Bonus
Location: NYC
Work schedule: Hybrid - x3 days office based
For further information contact - [email protected]
Apply Now

Apply