Risk Management Associate

$1bn+ Discretionary global macro investment manager based in New York. Trades liquid instruments across rates, FX, equities, credit and commodities, using both cash and derivative instruments. Hiring a Risk Analytics professional to run the firm's risk and P&L reporting. You will work directly with the portfolio management team. The role suits a technically strong candidate who wants broad exposure to a multiasset macro portfolio and ownership of the analytics that support investment decisions.

• Produce daily, weekly and ad hoc P&L and risk reports across several multi-asset portfolios
• Monitor portfolio risk metrics, such as: – Performance statistical analysis – Sensitivities and Greeks – Concentrations, correlations, maturities, etc.
• Design and run Monte Carlo simulations, historical and hypothetical stress tests, and shock scenario analyses.