Investment Risk Associate - Metals

Company: CFA Institute
Location: New York
Posted on: September 25, 2022

Job Description:

A Long/Short Commodity Hedge Fund with over $1B in total AUM is looking to hire an Investment Risk Associate in their New York office. This individual report directly to the CRO and will serve as the lead risk coverage for 4-6 portfolio managers running long/short trading strategies with over $1B in total AUM. There is daily direct interaction with the PMs in New York as well as the PMs and investment teams in the firm's London office. The fund has experienced significant growth over the past 3 years, trading listed and OTC forwards, futures, and options on base and precious metals. The Investment Risk Associate will be joining the firm as they bring in new PMs and expand the front office and introduce new investment ideas and strategies. Responsibilities:

• Identifying key risk drivers and delivering risk analytics and reporting to the front office
• Analyzing VaR, Greeks, and risk attribution across 4-6 PMs trading strategies
• Performing research and risk analysis for new product launches
• Ad hoc requests include developing investor-facing risk and PnL reports and presentations
• Producing and presenting risk and market research to the CRO, COO, and CEO Qualifications:
  • 2-4 years of market risk experience covering base and/or precious metals
  • Strong knowledge of physical and financial commodities markets
  • Strong analytical skills in Python, SQL, or Excel/VBA
  • Strong communication skills to work with the front office and C-Suite

Keywords: CFA Institute, New York , Investment Risk Associate - Metals, Other , New York, New York