Risk Management and Risk Analytics

Think of each department as a “module”. Each department is where you will work and learn by doing with hands on experience across a range of simulated and real-World activity.

Chris Clarke, CEO & Founder

Risk Management & Risk Analytics

Detailed risk management and associated risk analytics are essential in the protection of capital and GCA has profound knowledge and experience of assessing and managing risk in multi-asset class, multi-strategy portfolios.  Practical knowledge and experience in risk management procedures, and associated regulatory and compliance concerns, is fundamental to any career in the financial industry.  GCA provides a sound foundation in traditional methods, based on value at risk (VAR) but also uses proprietary methodology and new systems, being developed in house, based on advanced mathematical models. Thus, participants will use a combination of industry standard technologies and internal financial applications to analyse data and create risk reports spread across our entire business.

For the first 3 months you can rotate through each department and for the next 6 months you can choose a specific department to work in and truly hone your skills and experience.

DAILY TASKS

  • Calculate daily VAR reports and present to senior management.
  • Calculate proprietary based risk management analytics for presentation to senior management.
  • Monitor and calculate individual portfolio risks across multi asset classes.
  • Monitor and calculate total firm wide risks associated with multi assets, multi strategies and multi instruments.
  • Example Daily Tasks and Projects.
  • Calculate daily VAR reports and present to senior management.
  • Calculate proprietary based risk management analytics for presentation to senior management.
  • Monitor and calculate individual portfolio risks across multi asset classes.
  • Monitor and calculate total firm wide risks associated with multi assets, multi strategies and multi instruments.

OUTCOMES

  • To fully understand the risks associated with running large multi asset class portfolios.
  • To understand current industry risk management procedures and models and to understand their problems.
  • To have experience in designing multi-layered risk management reports, graphics and analysis for senior management.
  • For the tech savvy to build front end risk management systems that could be utilised across a number of asset classes from crypto to foreign exchange to futures.
  • To be familiar with industry standard software used in risk management processes in banks and alternative investment funds.
  • To be familiar with current MIFID2 and BASLE rulings on risk and risk management and to understand individual country and regional specific regimes on regulatory and compliant risk management processes and procedures.

“Don’t let anyone impose limitations or boundaries on you – don’t let anyone destroy your confidence.”

Chris Clarke, Founder