Point72 is seeking a Quantitative Analyst to join its Portfolio Construction and Analysis (PCA) team within the CIO office.
The PCA team plays a vital role in the Equity L / S business at the firm, collaborating with investment teams to improve net revenue and risk adjusted returns.
Senior Quantitative Analysts build collaborative relationships with portfolio managers, develop a deep understanding of each portfolio manager’s investment approach, and perform research and build analytics to identify opportunities to improve investment process, risk management, and portfolio construction.
The ideal candidate is a smart, articulate, and creative problem solver with strong quantitative and technical skills and well-versed in equities.
Experience in investment research is a plus.
Investigate portfolios and strategies to develop data-driven, in-depth comprehension of L / S investment processes, risk profiles, portfolio construction, and investor behavior
Conduct innovative and scientific research to identify and model macro and fundamental drivers of performance and risks
Develop analytics, quantitative tools, and analytical framework to attribute performance, monitor risks, and evaluate portfolio construction
Identify and manage new datasets that support investment decisions and risk management processes
Deliver research findings and make recommendations to PCA teammates, portfolio managers, and senior leadership
Build strong relationships and continually engage with portfolio managers to discuss and understand their businesses and investment approaches
Collaborate closely with US PCA counterparts
Most of the above tasks will require analyzing large structured and unstructured datasets, such as internal trade data, risk model data, fundamental data, and sentiment data and running simulations and backtests.
Masters or PhD in a quantitative or engineering discipline with strong technical, quantitative, and communication skills
5+ years of experience in a quantitative research or risk management capacity covering equities investing
Strong background in Statistics / Math / Econometrics
Strong technical skills with high level of proficiency in Python and SQL
Understanding of fundamental long / short sector investing and equity markets
Ability to manipulate and synthesize large data sets
High-energy personality and the ability to manage multiple tasks and deadlines in a fast-paced environment
High degree of drive must be a self-starter
Ability to recognize and seize opportunities
Depth of skills enabling him / her to perform ad hoc and other special studies
Strong communications skills, with the ability to communicate clearly and concisely to senior management and fundamental portfolio managers
Strong interpersonal skills and a team player, with the ability to work collaboratively with all levels of staff and to thrive in a team-oriented environment
A commitment to the highest ethical standards and to act with professionalism and integrity
Point72 is an Equal Opportunity Employer. Point72 is committed to the principles of equal employment opportunity for all employees and applicants for employment.
Point72 complies with applicable, local, state and federal laws on the subject of equal employment opportunity.