Risk Team

Risk Team group

What do we do?

The PM Team is a specialized group within GSIF that is responsible for trade sizing, portfolio monitoring, and risk analytics. The team handles recurring fund management duties in addition to working on projects directly with Dr. David T. Brown, Director of the Master of Science in Finance (MSF) program.

The PM Team exercises and develops skills that are crucial to broad asset management career paths. Although advanced math or computer skills are not necessary for joining the PM Team, new analysts will be introduced to portfolio theory fundamentals during group teach-ins discussing the Risk Handbook.

Our Work

During each trade cycle, the PM Team rebalances GSIF’s portfolio by using an asset allocation model in Excel. In addition, the PM Team works on:

  • The Risk Report
    • Value-at-Risk (VaR)
    • Turbulence and Systemic Risk Indicators
    • S&P 500 Uncertainty Indicator
  • Projects
    • Working on projects with Dr. David T. Brown
    • Risk Dashboard/ Portfolio monitoring
    • Factor Exposure Model
    • Allocation Scenarios
  • Risk Profiles

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 2018 semester. There is a separate application, so interested candidates are encouraged to email and state their interest in joining the Risk Team.