Portfolio Analyst (RatesInflationFX)
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Job Summary
Graham Capital Management L.P. (Graham) is an alternative investment manager founded in 1994 by Kenneth G. Tropin. Specializing in discretionary and quantitative macro strategies Graham is dedicated to delivering strong uncorrelated returns across a wide range of market environments. As one of the industrys longest-standing global macro and trend-following managers Graham remains committed to innovation evolving its strategies through a robust investment technology and operational infrastructure. Graham harnesses the synergies between its discretionary and quantitative trading businesses to offer a broad suite of complementary alpha strategies each built on the principles of thoughtful portfolio construction active risk management and diversification by design. Graham invests significant proprietary capital alongside its clients including global institutions endowments foundations family offices sovereign wealth funds investment management advisors and qualified individual investors reinforcing alignment of interests across all strategies.
The foundation of Grahams sustainability and success is the experience and contributions of its people. The firm seeks to cultivate talent encourage the diversity of ideas and respect the contributions of turn each employee shares in the responsibility of strengthening those around them.
Description
Graham Capital Management L.P. is seeking a Portfolio Analyst to join our Portfolio Management team in London. The analyst will support a global macro strategy trading all major macro asset classes with a focus on rates FX and inflation in developed and emerging markets. The analyst will sit on the trading floor working alongside a PM and a senior analyst in all aspects of trading and portfolio management. Experience with macro markets is preferred and exposure to derivatives and options is a plus. This is a fast-paced high-expectation role requiring strong ownership attention to detail and the ability to operate under pressure.
Responsibilities
- Assist the Portfolio Manager with financial modeling market analysis and research
- Monitor the portfolio and support daily position risk and scenario reporting (at both position and portfolio level)
- Perform quantitative analysis on the portfolio and markets including scenario and stress analysis
- Provide performance attribution and analysis on a daily and weekly basis
- Develop tools models and analytics to support the portfolio management process
- Maintain and improve upon core dashboards and analytical frameworks
- Support the PM and senior analyst as required including trade execution time sensitive analysis and ad hoc projects
Requirements
- Bachelors degree in relevant field
- 1-5 years of relevant experience in macro market or quantitative roles gained on the buy-side sell-side or in a policy institution (e.g. central bank)
- Demonstrated interest in macro markets particularly rates FX and inflation
- Strong proficiency in Python Bloomberg and Microsoft Excel
- Coding and front-office financial modeling experience
- Familiarity with interest rates and options preferred
- Strong analytical and problem solving skills
- Highly motivated self-starter with intellectually curious
- Exposure to portfolio manager trade execution platforms
This role requires commuting into our London UK office Mondays through Fridays.
Required Experience:
IC
Key Skills
- Project / Program Management
- Project Portfolio Management
- Portfolio Management
- Credit Analysis
- Banking
- Pricing
- Analysis Skills
- Project Management
- Financial Analysis
- Budgeting
- Property Management
- Contracts
About Company
Explore Graham, a leading alternative investment manager specializing in quantitative and discretionary global macro trading strategies.
