Trading Risk Manager
point72
finance

Job Description:

Point72 Asset Management is seeking a Risk Manager specialized in Gas and Power Trading to join our Risk Management & Quantitative Research (RQR) team.

Daily Responsibilities:

Focus on the risk and activities of all Gas and Power Trading PMs as well as overall such risk across the Global Macro and Cubist Macro businesses. More specifically, this includes: Identifying, capturing, and communicating material risks of the business, including credit, tail risk, liquidity, and convexity. Ensuring that risk-taking at the individual portfolio level and at the firm level is efficient and deliberate, by setting appropriate risk guidelines and limits. Developing and advancing stress testing and VaR frameworks. Developing and maintaining a framework for capital allocation to maximize risk-adjusted returns and profitability at the various business levels and at the firm level. Actively managing the firm�s risk exposures through regular meetings, analysis and insights. Leading research efforts to develop innovative risk management approaches, tools and analytics by leveraging the collective knowledge of the platform. The goal is to enhance the quality of performance and improve the firm�s risk-adjusted return. Enhancing management�s understanding of investment performance by developing intuitive and efficient frameworks for performance attribution and educating all internal constituencies on those frameworks. Provide additional support with other risk managers in managing the market risk across the Macro business. Manage and mentor Quantitative Analysts on the team.

Job Requirements:

Five or more years of experience as a risk manager or a portfolio manager, directly related to US and European power & gas products. Solid energy product knowledge and analytical rigor in terms of pricing models, risk sensitivities and the best practice for risk aggregation in a portfolio context Detailed understanding of risk management, portfolio construction, and trading. High level of proficiency in SQL and quantitative programming (e.g. Python, MATLAB, R); experienced in dealing with large data sets. Strong communication skills and prior experience interacting with portfolio managers. The ability to manage multiple tasks independently and deadlines in a fast-paced environment. Ability to proactively seek new ideas and solution to improve the status quo. Ability to work cooperatively with all levels of staff as part of a team. Excellent interpersonal skills and �emotional intelligence� � we seek a demonstrated ability to build relationships both internally and externally. Strong communication skills � an ability to clearly and concisely articulate complex ideas to senior management and portfolio managers is critical. A commitment to the highest ethical standards and to act with professionalism and integrity.

Compensation:

The annual base salary range for this role is $250,000-$300,000 (USD)

Job Location(s):

Stamford, Connecticut

Source:

Company Career Section

Competition:

N/A

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