Quantitative Capital Analyst, Treasury Capital Team

Point72 Asset Management, L.P; New York (NY); On-site; USD 250,000 - 300,000; Full time

Job summary

A leading alternative investment firm seeks a Quantitative Capital Analyst for its Treasury team. The role focuses on capital and liquidity management, requiring a strong analytical background, quantitative expertise, and proficiency in Python. Candidates with a PhD or Master's in finance are preferred, offering competitive compensation and benefits.

Benefits

Fully-paid health care benefits

Generous parental and family leave policies

Mental and physical wellness programs

Volunteer opportunities

Non-profit matching gift program

Tuition assistance

401(k) savings program with employer match

Qualifications

• 3+ years of quantitative financial work experience for PhD or 5+ for Master's.
• Proficient in Python and its quantitative libraries.
• Experience in financial calculations and presenting analysis.

Responsibilities

• Collaborate with various teams to develop capital and liquidity frameworks.
• Implement quantitative calculations in Python for liquidity risk models.
• Optimize funding processes and partner with Technology for data improvement.

Skills

Analytical skills

Quantitative finance

Problem solving

Effective communication

Python proficiency

Experience with Pandas

Experience with PyTorch

Experience with NumPy

Education

PhD in quantitative field

Master's degree in finance or financial engineering

Job description

A Career with Point72’s Treasury Team

The Treasury team at Point72 manages the firm’s access to and deployment of capital using a cost-effective approach, protects the capital of the firm against external credit issues while allowing the investment of such capital, and minimizes the short- and long-term costs of financing. We are a small, collaborative group that partners with teams across the firm to accomplish our mission.

What you’ll do

The Treasury team works closely with Risk, Finance and Senior Leadership to provide insights on the effectiveness of capital and financial resource deployment for revenue generation. They also analyze the firm’s capital and balance sheet footprint at prime brokers, improving their ability to manage broker trading allocations sustainably at competitive costs. Additionally, the Treasury team develops liquidity risk models which size the liquidity required to support the firm’s businesses through extreme stress events. As a quantitative capital analyst in Treasury, you will:

• Collaborate with Risk, Finance and Senior Leadership to develop the frameworks governing firm wide capital and liquidity levels
• Create analytics to guide capital and liquidity management
• Implement quantitative calculations in python, e.g. firmwide liquidity risk models, internal capital and liquidity attribution methodologies, firm capital and balance sheet consumption at brokers, firm FX exposures
• Apply quantitative expertise to Treasury objectives, optimizing funding and liquidity processes to provide robust, cost-effective financing for firm risk taking
• Partner with Technology to advance the quality and utility of the data and computation platform

What’s required

We are looking for candidates with strong analytical backgrounds, quantitative finance experience, and effective communication skills. This role requires the ability to solve problems by applying finance first principles, to generate novel analysis and to apply quantitative insights to exercise leadership in Treasury initiatives.

• PhD in a quantitative field such as mathematics, statistics, or sciences, with 3+ years of quantitative financial work experience, or a master’s degree in finance or financial engineering with 5+ years of quantitative financial work experience
• Proficiency in Python and quantitative libraries such as Pandas, PyTorch, and NumPy
• Experience implementing financial calculations from primary data sourcing to output reporting and presenting to senior leadership
• Commitment to the highest ethical standards

We take care of our people

We invest in our people, their careers, their health, and their well-being. When you work here, we provide:

• Fully-paid health care benefits
• Generous parental and family leave policies
• Mental and physical wellness programs
• Volunteer opportunities
• Non-profit matching gift program
• Support for employee-led affinity groups representing women, minorities and the LGBT+ community
• Tuition assistance
• A 401(k) savings program with an employer match and more

About Point72

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. For more information, visitwww.Point72.com/about.

The annual base salary range for this role is $250,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.