Quantitative Researcher, Portfolio Research

Point72 • New York, NY

213d

About The Position

The portfolio researcher role involves quantitative portfolio optimization, quantitative risk control and risk factor research, analysis and research on transaction costs and market impact, and building consolidated forecasts from individual signals.

Requirements

• 3+ years of experience with mid-frequency trading
• Deep understanding of portfolio optimization techniques, including mean-variance optimization, risk budgeting, and transaction cost models
• Factor-neutral or dollar-neutral construction
• Demonstrated ability to maintain alpha decay discipline
• Deep intuition for portfolio-level risks: exposure to style/factor risk (e.g., momentum, value), sector risk, macro risk, and understanding of real-time risk monitoring, drawdown control and stop-loss frameworks, scenario analysis / stress testing
• Strong grasp of data engineering and research infrastructure-can work with our quant researchers and developers
• Commitment to the highest ethical standards

Responsibilities

• Conduct alpha, risk, and transaction cost research
• Monitor portfolio performance and identify opportunities for alpha research and risk control
• Work with engineers to build portfolio simulation and analysis tools

What This Job Offers

• Career Level: Mid Level
• Industry: Funds, Trusts, and Other Financial Vehicles
• Number of Employees: 1,001-5,000 employees