Risk Team

What do we do?

The Risk Team is a specialized group within GSIF that is chiefly responsible for developing models and tools for the fund’s use in trade sizing, portfolio monitoring, and risk analytics. For example, the team’s first project was to develop the fund’s ex-ante tracking error volatility model, which is now used by GSIF’s Portfolio Managers and Sector Leaders for all three of the tasks above.

Risk Analysts are assigned projects focused on updating existing or developing new models. They report directly to the GSIF Portfolio Managers regarding their projects and are afforded the opportunity to work directly with Dr. David T. Brown, Director of the Master of Science in Finance (MSF) program. The Risk Team exercises and develops skills that are crucial to broad asset management career paths with training focused on portfolio theory fundamentals.

Risk Team Training

Members of the risk team participate in an additional training process where they learn the fundamentals behind managing our portfolio’s risk.

Portfolio Optimization > Experiments > Existing Products > Ongoing Projects

Risk Team Application

The Risk Team is looking to add 1-2 new members in the Spring 2021 semester. There is a separate application which will open after the general GSIF application and only be available to existing or newly admitted GSIF members. Upon receiving admission to the fund, interested candidates are encouraged to email and state their interest in joining the Risk Team. Applicants are expected to demonstrate a strong grasp of basic statistics and proficiency in either Microsoft Excel or programming, preferably in Python.