Office Status: On-Site
Salary: $110,000 to $140,000
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
