Risk Analyst

Graham Capital Management L.P. (collectively with its affiliates 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

The Risk Analyst will monitor markets and risk measures to ensure Grahams 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.

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

Requirements: Masters degree in Finance Financial Risk Management Economics or a related quantitative field and 1 year of experience in the job or a related position. Education experience or training to include:

• Risk management or finance/economics
• Using Microsoft Excel to perform financial modeling
• Using Bloomberg for risk management analysis

Location: Graham Capital Management L.P. 40 Highland Avenue Rowayton CT 06853

Salary: The anticipated salary range for this position is $120000 - $155000. The anticipated range is based on information as of the time this post was generated and does not include any discretionary bonus or benefits (see eligibility below). The applicable annual base salary or hourly rate paid to a successful applicant will be determined based on multiple factors including without limitation the nature and extent of prior experience skills and qualifications. This wage range may be modified in the future.

In addition the employee who fills this role will be eligible for a discretionary annual bonus as well as a wide array of benefit programs such as medical and life insurance 401(K) plans and access to other healthcare programs.

Notes:

No amount of pay is considered to be wages or compensation until such amount is earned vested and determinable. The amount and availability of any bonus benefits or any other form of compensation that a particular employee may be eligible for remains in the Companys sole discretion unless and until paid and may be modified at Grahams sole discretion consistent with the law.

Graham is committed to providing equal employment opportunity to all employees and applicants for employment without regard to their race color religious creed gender age national origin ancestry alienage citizenship status handicap disability marital status sexual orientation gender identity pregnancy childbirth or other related conditions military status genetic information or any other personal characteristics protected by applicable law. This policy applies to all terms and conditions of employment including hiring placement promotion layoff termination transfer leave of absence and compensation.

Apply: On our website at: or Send resume to (Reference Job Code ).

*** This job is eligible for the Employee Referral Program.