Portfolio Risk Strategist
3 days ago
Point72 Asset Management is a leading global alternative investment firm that seeks a skilled Risk Manager to join its Risk Management & Quantitative Research team.
The firm's risk management approach focuses on building a culture of efficient risk management, factful performance attribution, and investment process enhancement. The Risk Team plays a vital role in the firm's investment process, identifying opportunities for improved risk management, investment behavior, and portfolio construction. This enables the firm to deliver superior risk-adjusted performance.
The Risk Manager will lead research efforts to develop innovative risk management approaches, tools, and analytics by leveraging the collective knowledge of the platform. This includes enhancing the quality of performance and improving the firm's risk-adjusted return.
The Key Responsibilities:
- Ensure that risk-taking at the individual portfolio level and at the firm level is efficient and deliberate.
- Actively manage the Firm's risk exposures.
- Participate in the capital allocation process to maximize risk-adjusted returns and profitability at the various business levels and at the firm level.
Required Skills and Qualifications:
- Detailed understanding of equities risk management, portfolio construction (multi-factor models, optimization techniques), and trading (slippage analysis).
- Five or more years of experience as a risk manager or a portfolio manager with a focus on hedged discretionary or systematic equity strategies.
- Knowledge of quantitative finance and statistical programming tools, ideally SQL and Python.
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