Quantitative Analyst - CIO Office
At a glance
Mid-level Data Science role at Point72. New York · full-time · no salary stated · we estimate $137,581–$208,900.
Point72 has not published a salary for this role. The figure below is our estimate, not theirs.
dataroles summary, based on the employer's posting.
What you'll do
- Examine firm portfolios from the ground up to find strengths and gaps in idea generation, trading and portfolio construction
- Assess which investment approaches offer the firm the strongest balance of risk and potential return
- Create measures of investment skill and ways to weigh different contributions against risk
- Measure market influences to inform decisions about taking risk before trades are placed
- Share findings with the team, portfolio managers and Co-CIOs, while contributing to shared code, reports and research tools
What you bring
- At least two years in quantitative research, portfolio management or risk work involving equities
- An undergraduate or graduate degree in a quantitative discipline such as finance, computer science or mathematics
- Experience with statistical models and core quantitative finance methods
- Some ability to program quantitatively, with Python preferred
Who this fits
This role suits someone who can conduct research independently, explain findings clearly and collaborate with a team. It is based in New York.
From the employer
JOB DESCRIPTION
Point72 Asset Management is seeking a Quantitative Analyst to join its Portfolio Construction & Analytics Team (PCAT) in the Office of the CIO.
PCAT’s mandate is to study all drivers of success for Long/Short Equities investment professionals using data, analytics, and models of investor behavior and the market. These analyses are shared with portfolio managers to improve their strategies and with senior management to better allocate capital across investment teams.
The ideal candidate is a highly analytical and creative problem-solver who can conduct independent research, work effectively as part of a team, and effectively summarize and communicate findings.
RESPONSIBILITES
- Conduct bottoms-up analysis on the firm’s portfolios to identify strengths and weaknesses in idea generation, trading, and construction
- Form top-down views on which strategies offer the best risk/reward for the firm
- Invent new analytics to quantify skill and frameworks to support trade-offs between different sources of skill and risk
- Quantify market drivers to support pre-trade risk taking and decision making
- Communicate key findings to the team, PMs, and Co-CIOs
- Learn to develop in and contribute back to shared code base, reports, and research tools
DESIRABLE CANDIDATES
- 2 or more years of experience in a quantitative research, portfolio management, or risk management role dealing with equities or equities investments
- Undergraduate, MS or Ph.D. in Finance, Computer Science, Mathematics, Engineering, or Physics, or other quantitative discipline
- Experience with statistical models and essential methods of quantitative finance
- Some level of proficiency in quantitative programming (Python preferred)
- Highly analytical
- Good interpersonal skills
- Detail-oriented
- Self-starter
- Ability to work cooperatively in a team-oriented, fast-paced environment
- A commitment to the highest ethical standards and to act with professionalism and integrity
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 industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth.
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