Senior Quantitative Analyst - Equities

Point72 Asset Management is seeking a Senior Quantitative Analyst to join its Risk Management & Quantitative Research team. The role involves conducting quantitative research to enhance risk management and portfolio construction, aiming to deliver superior risk-adjusted returns.

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