Quantitative Risk Analyst – Rates

Point72 Careers; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a mid-level Quantitative Risk Analyst to enhance its Risk & Quantitative Research team. This role involves analyzing portfolios, improving risk management practices, and collaborating with senior risk managers and technology teams. The ideal candidate will possess a strong background in quantitative finance, with proficiency in SQL and programming languages like Python and MATLAB. Join a firm that values integrity and innovation, offering substantial career growth opportunities in a dynamic and supportive environment. If you are a creative problem solver eager to drive impactful change, this role is for you.

Benefits

Career Development Opportunities

Performance-Based Rewards

Innovative Work Environment

Commitment to Integrity

Qualifications

• 3+ years in quantitative research or risk management focused on rates.
• High proficiency in SQL and quantitative programming with large datasets.

Responsibilities

• Analyze portfolios to identify risk and performance drivers.
• Design and improve stress testing and Value at Risk frameworks.

Skills

Quantitative Research

Problem Solving

Communication Skills

Attention to Detail

Analytical Skills

Education

Master's in Quantitative Finance

Bachelor's in Math or Engineering

Tools

SQL

Python

MATLAB

R

Job description

Point72 Asset Management is seeking a mid-level Quantitative Risk Analyst to join its Risk & Quantitative Research team.

The RQR team plays a vital role in the Firm’s 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 risk-adjusted performance. The paramount mission of the team is to protect the Firm from improper levels of exposure and ensure that risk-taking is always efficient and deliberate.

The ideal candidate is an intelligent and creative problem solver who can articulate one’s ideas effectively to a diverse audience in a fast-paced environment. Experience in quantitative investment research is a plus. At this moment, we are specifically looking for a candidate who is well-versed in rates.

The Quantitative Risk Analyst will:

• Analyze portfolios and strategies to identify the risk and performance drivers; expand the current risk infrastructure to facilitate efficient risk management as well as improve understanding of portfolio construction and investment behavior.
• Work with senior risk managers to engage with portfolio managers and research analysts on topics such as risk limit usage, portfolio construction, tail exposure, and forward-looking risk events; address ad hoc inquiries from senior management, PMs and risk managers
• Help design and improve stress testing, Value at Risk and various limit frameworks for macro portfolios.
• Conduct research to develop innovative risk management approaches, tools, and analytics that can be used by investment teams and risk managers, to achieve better comprehension of portfolio risk characteristics; comfortable in delivering those research findings to senior management
• Partner with the technology team to convert prototypes into production and continuously enhance them if necessary; collaborate with macro strategists and valuation team to ensure the high quality of valuation and risk models

We seek candidates with:

• A degree (master’s strongly preferred) in quantitative finance, statistics, math, engineering, or computer science
• 3+ years of work experience in a quantitative research, trading or risk management capacity related to rates; solid product knowledge and analytical rigor in terms of pricing models, risk sensitivities and the best practice for risk aggregation in a portfolio context
• High level of proficiency in SQL and quantitative programming (Python, MATLAB, R); experienced in dealing with large data sets
• Strong attention to detail; willingness to go extra miles to ensure the accuracy and the quality of the work
• Excellent communication skills and prior experience interacting with portfolio managers
• The ability to manage multiple tasks independently and deadlines in a fast-paced environment
• Ability to proactively seek new ideas and solution to improve the status quo
• Strong work ethics – reliable and accountable
• 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 long-term 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 industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth.