Quantitative Researcher, Portfolio Research

2 weeks ago


New York, NY, United States Point72 Full time
Role

The portfolio researcher role involves:
  • Quantitative portfolio optimization
  • Quantitative risk control and risk factor research
  • Analysis and research on transaction costs and market impact
  • Build consolidated forecasts from individual signals
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
Requirements:
  • 3-10 years of experience with mid-frequency trading
  • Deep understanding of portfolio optimization techniques, including:
    • Mean-variance optimization
    • Risk budgeting
    • 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


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