Quantitative Risk Analyst Structured Credit
Quantitative Risk Analyst Structured Credit
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Job Description
Point72 Asset Management is seeking a Quantitative Risk Analyst to join its Risk & Quantitative Research team.
The RQR team plays a vital role in the Firms 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 riskadjusted performance. The paramount mission of the team is to protect the Firm from improper levels of exposure and ensure that risktaking is always efficient and deliberate.
The ideal candidate is an intelligent and creative problem solver who can articulate ones ideas effectively to a diverse audience in a fastpaced environment. Experience in quantitative investment research is a plus. We are looking for a candidate who is wellversed in structured/securitized credit strategies and has a reasonable understanding of structured credit products (CLOs CMBS/CMBX and to a lesser extent ABS/RMBS) and private credit products ranging from bonds CDS TRS ETFs and their related derivatives. The candidate should have a basic understanding of different types of private financing transactions with some ability to analyze covenants capital structure etc.
The Quantitative Risk Analyst will:
- Analyze portfolios and strategies to understand the drivers of performance and develop reports that summarize the risk profiles and to facilitate efficient risk management as well as improve understanding of portfolio construction and investment behavior.
- Help design and improve stress testing Value at Risk and various limit frameworks for portfolios of diverse products and strategies.
- Evaluate and validate price and risk models to ensure the soundness and correct application of the models.
- 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 Risk Managers and developers on the design and development of risk management and infrastructure.
- Analyze large structured and unstructured datasets such as internal trade/market data and running numerical simulations and statistical analysis.
We seek candidates with:
- Undergraduate or higher degree in a quantitative discipline
- 5 years of work experience in a quantitative research trading or risk management capacity related to credit markets
- Strong background in statistics math and econometrics
- High level of proficiency in SQL and quantitative programming (Python MATLAB R)
- Ability to use Intex/Intex API to analyze cash flows and can automate reports from Intex
- Ability to manage multiple tasks and deadlines independently in a fastpaced environment
- Ability to proactively seek new ideas and solutions to improve the status quo
- Strong work ethic reliable and accountable good attention to detail
- Strong communication skills with the ability to communicate clearly and concisely both verbally and in writing
- Ability to work cooperatively with all levels of staff as part of a team
- A commitment to the highest ethical standards and to act with professionalism and integrity
Point72 offers substantial career opportunities:
- We are a workplace where performance and integrity go hand in hand
- We are committed to personal and professional development
- We expect and reward innovation and creativity
- We create opportunities for longterm careers
- We measure success by the merits of the work its quality and the results obtained
Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industrys brightest talent by cultivating an investorled culture and committing to our peoples longterm growth.
Required Experience:
IC
Employment Type
Full Time
