Risk Analyst – Equities

Company Description

Soros Fund Management LLC (SFM) is an investment firm and family office with approximately $28 billion in net assets under management.  SFM is the principal asset manager for the Open Society Foundations (OSF), which was founded by George Soros and is one of the largest charitable foundations in the world. OSF supports civil society groups across the world and promotes justice, human rights, democracy, education, public health, and independent media. SFM has approximately 200 employees and is headquartered in New York City with offices in London, Dublin and Hong Kong. The majority of the assets are managed internally, and SFM can invest globally in a wide range of investment strategies and asset classes, including equities, credit, fixed income, macro and private equity.

Position Overview

The role of the Risk Analyst is to assist senior members of the team in risk oversight of the equity business. The individual is expected to review portfolio exposure and P&L, discuss risk taking with Portfolio Managers, build tools to monitor risk and contribute to methodology improvements.

The ideal candidate will have a solid understanding of financial products and markets as well as knowledge of basic risk management and statistics. They will blend a strong analytical ability with good communication skills in order to positively influence the investment process.

Key Relationships

Risk Management, External Manager Selection, Portfolio Managers, Valuation Team, Technology and Quants

Major Responsibilities

• Identification and communication of risk through reporting, commentary, and analysis.
• Monitoring risk limits and mandates and dealing with exceptions.
• Onboard new products and coordinate model upgrades.
• Contribute to development of risk methodologies related to sensitivities, scenario analysis etc.
• Help progress quantitative framework used to guide portfolio construction and asset allocation process.
• Respond to inquiries from Portfolio Managers and conduct risk investigations.
• Coordinate with technology to productionize processes.

Requirements

• 2 to 5 years of experience in a risk management / modeling / quant role.
• Degree in analytical subject, understanding of statistics, pricing models and risk methodology.
• Natural problem solver, intellectually curious and intuitive.
• Effective communicator (oral and written).
• Self-starter with ability to work on multiple tasks with minimal supervision.
• Thrives in a team-oriented environment.
• Exceptional attention to detail.
• Proficiency in Python and SQL preferred.

Core Values

In all respects, needs to reflect the following SFM core values:

• Integrity
• Teamwork
• Smart risk-taking
• Owner’s Mindset
• Humility

Salary & Benefits

We anticipate the base salary of this role will be $125,000-175,000.  In addition to a base salary, the successful candidate will also be eligible to receive a discretionary year-end bonus.  Available benefits include (i) a daily meal allowance, (ii) health, vision, dental and disability insurance, (iii) a generous PTO and parental leave policy, and (iii) an employer-sponsored 401k plan (eligible for employer matching).