Quantitative Equity Market Risk Analyst
3 days ago
Point72 Asset Management is seeking a Quantitative Equity Market Risk Analyst to join its Risk & Quantitative Research (RQR) team.
The RQR team plays a vital role in the Firm's investment process, building a deeply rooted culture of efficient risk management and factful performance attribution. Quantitative Risk Analysts perform research to identify opportunities for improved risk management, investment behavior, and portfolio construction, with the goal of helping the firm deliver superior risk-adjusted performance.The paramount mission of the team is to protect the Firm from improper levels of exposure and ensure that risk-taking is always efficient and deliberate.
The Quantitative Risk Analyst will:- Work in collaboration with the Senior Risk Manager in France to ensure the quantitative monitoring of equity market risks for the discretionary and systematic teams in Asia and New York.
- Research and develop risk analysis tools. These tools are based on various mathematical notions, such as statistical and econometric modeling of equity portfolios, multi-factor modeling, and indicator predictions using machine learning algorithms.
- Participate in the production of daily and weekly risk reports, which aim to monitor and explain the evolution of risks within equity portfolios, as well as in the various financial markets more generally.
- Master's degree (BAC + 5) or higher in quantitative discipline(e.g.Mathematics, Physics, Statistics, or Computer Science)
- 2-5 years of experience in quantitative finance or data science
- High level of proficiency in quantitative programming (e.g. Python, MATLAB, R, SQL)
- Ability to work both independently and collaboratively within a team
- Ability to stay organized
- Strong interpersonal skills
- Fluency in English required
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