Quantitative Analyst
point72
finance

Job Description:

Point72 Asset Management is seeking a Senior Quantitative Analyst to join its Risk Management & Quantitative Research team.

Daily Responsibilities:

Conduct Risk model research � evaluate and enhance equity risk and factor models by researching custom factors and integrating them into existing models and analytics. Investigate a portfolio or a strategy to understand the drivers of performance and develop a report that summarizes the risk profile and facilitate efficient risk management as well as improved understanding of portfolio construction and investment behavior. Drive improvements in stress testing, Value at Risk and various risk guidelines around concentration and liquidity etc. Conduct research to develop innovative risk management approaches, tools and analytics to help improve performance and better manage risk and deliver those research findings to senior management Work with developers on the specification, design and development of risk management and performance analytics and attribution infrastructure Most of the above tasks will require analyzing large structured and unstructured data sets such as internal trade data, risk model data, fundamental data, sentiment data and running simulations and back-tests.

Job Requirements:

Five or more years of experience in quantitative research or in a risk management capacity covering equities investing Strong background in statistics, math, and econometrics Ability to manipulate and synthesize large data sets High level of proficiency in SQL and quantitative programming (Python, MATLAB, R) Intellectual curiosity and depth of skills enabling him/her to perform ad-hoc tasks and special projects High-energy and relentless personality with a desire to proactively ideate opportunities and the ability to manage multiple tasks and deadlines in a fast-paced environment Excellent interpersonal skills and �emotional intelligence� � we seek a demonstrated ability to build relationships both internally and externally Strong communications 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 $200,000-$250,000 (USD)

Job Location(s):

Stamford, Connecticut

Source:

Company Career Section

Competition:

N/A

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