Quantitative Risk Analyst – Structured Credit

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 Firm’s investment process. The ideal candidate is an intelligent and creative problem solver who can articulate one’s ideas effectively. The Quantitative Risk Analyst will analyze portfolios, design and improve stress testing, evaluate price and risk models, and conduct research to develop innovative risk management approaches.

• Analyze portfolios and strategies
• Help design and improve stress testing
• Evaluate and validate price and risk models
• Conduct research to develop innovative risk management approaches
• Work with Risk Managers and developers on the design and development of risk management and infrastructure
• Analyze large structured and unstructured datasets

• 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 fast-paced 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

• Workplace where performance and integrity go hand in hand
• Committed to personal and professional development
• Expect and reward innovation and creativity
• Create opportunities for long-term careers