Risk Management Associate

Long Ridge Partners; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Long Ridge Partners, a $1bn+ discretionary global macro investment manager based in New York, is seeking 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 multi-asset macro portfolio and ownership of the analytics that support investment decisions. Daily, weekly and ad hoc P&L and risk reporting will be produced across several portfolios,

Qualifications

• Strong technical background in risk analytics and P&L reporting.
• Experience with multi-asset portfolios and macro risk factors.
• Proficiency in statistical analysis and modeling techniques.

Responsibilities

• Produce daily, weekly and ad hoc P&L and risk reports for multiple portfolios.
• Monitor portfolio risk metrics, including correlations, concentrations and maturities.
• Design and run Monte Carlo simulations, stress tests, and shock analyses.

Skills

P&L reporting

Risk analytics

Monte Carlo

Portfolio risk

Tools

SQL

Excel

Python

Job description

$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.