About Caxton Associates Caxton Associates founded in 1983 is a global trading and investment firm with offices in New York London Singapore Monaco and Dubai Our primary business is to manage client and proprietary capital through global macro hedge fund strategies As part of our continued growth we are establishing a new office in Bangalore India This office will play a critical role in supporting our trading research and operations globally About the role We are seeking a Risk Analyst to join the risk management function as part of a growing regional team in Bangalore India and works closely with the local Risk Manager and risk teams in New York and London The risk function is an integral part of the firm s investment process and is responsible for the development of risk management frameworks to assess manage and ultimately control the risk for each strategy and the firm in aggregate This role reports directly into the firm s COO CRO and is a strong development role for a candidate looking to build deep expertise in portfolio risk management with particular emphasis on supporting equity portfolios and factor-based risk models Responsibilities Support the local Risk Manager in monitoring and assessing the evolving risk profile of regional portfolios and strategies Provide analytical support for equity portfolios including review of factor exposures risk decomposition and factor-driven P L Assist in the interpretation and communication of factor risks to portfolio managers Help develop enhance and maintain risk measures reports and analytical tools Perform ad hoc market portfolio and scenario analysis in response to market events or PM and Risk Manager requests Support pre- and post-trade risk analysis and ongoing portfolio monitoring across asset classes Prepare materials and analysis for senior risk managers and global risk committees Experience Degree in Mathematics Engineering Economics Computational Finance or a related field required 5 years of experience in risk management portfolio analytics or a related role at a hedge fund investment bank asset manager or risk services provider Strong interest in financial markets and portfolio risk with particular interest in equities Solid understanding of equity risk concepts and factor-based investing hands-on experience with factor models a strong plus Broad-based product knowledge across products and asset classes including derivatives Quantitative background with comfort in financial mathematics and statistics Very Strong SQL Excel Strong Python Tableau and Orchestrade would be a plus Clear communicator able to explain analytical results with guidance from senior colleagues Detail-oriented self-starter proactive and eager to learn in a cooperative environment Experience with MSCI RiskMetrics Barra Axioma Equity Factor model would be a significant plus Displays and operates at the highest degree of ethics and integrity