Risk Associate
This role will play a critical part of the Capstone Risk mission to build a world-class risk platform to drive understanding and empower decisions on Risk, Performance, Margin and Capital Allocation.
You will work as part of our Risk team providing key assistance to the Risk Team, Trading Desks and the Capstone Investment Committee.
To be effective in this role you will be required to interact with every business area: Trading, Technology, Treasury, Finance, Investor Relations, Compliance and Operations. The role offers great exposure to the many and varied aspects of a hedge fund, and you will be expected to be a great communicator, a strong team player, an open-minded collaborator and able to bring your own and others innovative ideas to life.
RESPONSIBILITIES:
- Support the risk management across a variety of trading desks
- Help develop the risk modelling, pricing, and analytics suite to enable effective decision making by Risk, Portfolio Managers, and the Investment Committee
- Design risk analytics and scenarios to provide insight and aggregation of exposures across desks and funds.
- Develop innovative performance analytics solutions to enable effective tracking of performance, alpha and benchmarks
- Closely follow international markets / macro events and communicate associations to PNL & performance
- Develop and monitor the Risk Limit framework & Reporting for each trading desk covered
- Proactively explore and develop new tools & approaches to understanding the risk exposures across books and asset classes
- Work closely with the Risk Technology team to ensure systems are automated, efficient, and accurate
DESIRABLE CANDIDATES:
- 2 – 4 years of relevant applied experience with options & derivatives to be able to add tangible value in expanding our current approaches
- Strong understanding of Option Pricing, Greeks, VaR and Scenario Analysis
- Understanding of PNL drivers of trading books and an ability to communicate and explain the performance
- Good listening skills and an ability to flex style to communicate articulately, concisely and with conviction to a wide range of stakeholders
- High levels of motivation and continually seeking to improve the performance of self and supportive of others to perform
- A collaborative team player, systematic, rigorous with an exceptionally high attention to detail
- Analytical, innovative, and curious about with and extrapolating meaning from data
- Good Python (or similar) programming skills
- Good SQL and data visualization skills desirable
BASE SALARY RANGE
$90,000 – $120,000 USD (depending on experience)