Quantitative Risk Analyst – Structured Credit
| Company | Point72 |
|---|---|
| Location | Stamford, CT, USA, New York, NY, USA |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Bachelor’s |
| Experience Level | Senior |
Requirements
- 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
Responsibilities
- Analyze portfolios and strategies to understand the drivers of performance and develop reports that summarize the risk profiles and to facilitate efficient risk management, as well as improve understanding of portfolio construction and investment behavior.
- Help design and improve stress testing, Value at Risk, and various limit frameworks for portfolios of diverse products and strategies.
- Evaluate and validate price and risk models to ensure the soundness and correct application of the models.
- Conduct research to develop innovative risk management approaches, tools, and analytics to help improve performance and better manage risk and deliver those research findings to senior management.
- Work with Risk Managers and developers on the design and development of risk management and infrastructure.
- Analyze large structured and unstructured datasets, such as internal trade/market data, and running numerical simulations and statistical analysis.
Preferred Qualifications
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No preferred qualifications provided.