Risk Analyst

Graham Capital Management, L.P.•Norwalk, CT

3d•$120,000 - $155,000•Onsite

About The Position

The Risk Analyst will monitor markets and risk measures to ensure Graham’s funds operate within intended risk limits. The analyst will prepare materials used by the Chief Risk Officer (“CRO”) to keep firm management, investors, and traders informed of the risks being taken by portfolio managers. The ideal Risk Analyst is a motivated, self-driven individual who seeks to learn more about the dynamics of the financial markets and the inner workings of a macro hedge fund. A successful candidate is eager to learn the key risk parameters and calculations for everyday risk management, while also building an extensive knowledge base of products within the fixed income, commodities, FX, and equity indices spaces.

Requirements

Master’s degree in Finance, Financial Risk Management, Economics or a related quantitative field and 1 year of experience in the job or a related position.
Risk management or finance/economics
Using Microsoft Excel to perform financial modeling
Using Bloomberg for risk management analysis

Responsibilities

Prepare risk review materials for discussion with the CRO
Review all fund positions, identify concentrated exposures, and highlight results of stress tests
Provide risk oversight and support for portfolio managers. Ensure that all risk takers understand their risk concentrations. Provide support on trade sizing and portfolio construction
Maintain risk limits for portfolio manager trade execution platforms
Review materials to be distributed to investors for consistency and correctness
Monitor markets and economic data
Decompose and explain drivers of monthly P&L for portfolios
Perform ad hoc statistical and other quantitative analysis on markets and portfolios
Aid in the technical development of internal risk management systems