Quantitative Risk Analyst

1 month ago


Singapur, Singapore Point72 Full time
Quantitative Risk Analyst

Point72 Asset Management is seeking a skilled Quantitative Risk Analyst to join its Risk & Quantitative Research team. The ideal candidate will have a strong background in quantitative finance, statistics, or a related field, and experience in risk management and analysis.

Key Responsibilities:
  • Analyze portfolios and strategies to identify risk and performance drivers, and develop innovative risk management approaches.
  • Work with senior risk managers to engage with portfolio managers and research analysts on topics such as risk limit usage, portfolio construction, and tail exposure.
  • Design and improve stress testing, Value at Risk, and limit frameworks for macro portfolios.
  • Conduct research to develop new risk management tools and analytics, and collaborate with the technology team to convert prototypes into production.
Requirements:
  • Master's degree or higher in quantitative finance, statistics, math, engineering, or computer science.
  • 3+ years of experience in a quantitative research, trading, or risk management capacity related to macro products.
  • Strong product knowledge and analytical rigor in terms of pricing models, risk sensitivities, and risk aggregation.
  • High level of proficiency in SQL and quantitative programming languages such as Python, MATLAB, or R.
  • Excellent communication skills and prior experience interacting with portfolio managers.
What We Offer:
  • A workplace where performance and integrity go hand in hand.
  • Commitment to personal and professional development.
  • Opportunities for long-term careers and innovation.
  • A commitment to the highest ethical standards and professionalism.


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