Quantitative Analyst - CIO Office
Posted on Sep 18, 2021 by Point72 Asset Management
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. Quantitative Analysts 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 L/S PMs and senior management
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.Desirable Candidates
- Masters or PhD in a quantitative or engineering discipline with strong technical, quantitative, and communication skills
- 2+ years of experience in a quantitative research or risk management capacity covering equities investing
- Strong background in Statistics/Math/Econometrics and knowledge of multi-factor models
- Strong technical skills with high level of proficiency in Python and SQL
- 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 intellectual curiosity and a fast learner
- High degree of drive - must be a self-starter
- Strong critical thinking skills, able to think through open ended questions independently
- Strong communications skills, with the ability to communicate clearly and concisely to senior management and fundamental portfolio managers
- Ability to work cooperatively and open-mindedly 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