The role
Quantitative risk oversight across portfolio managers on a multi-strategy platform, from factor exposure to drawdown response.
What the work involves
- Measure factor, concentration and liquidity risk across books
- Set and monitor limits with portfolio managers
- Analyse drawdowns and the behaviour around them
- Build risk analytics and reporting
What firms look for
- Advanced quantitative degree
- Risk experience at a fund, bank or trading firm
- Fluency with factor models and portfolio analytics
- Python and SQL
- Credibility in a disagreement with a portfolio manager
This description is written by QuantStep from what the role involves, and is not the firm's own posting. Applications go to Point72 directly — QuantStep is not the employer, does not receive applications and is not a recruiter. Requirements, compensation and availability are the firm's to state, so check the posting before applying.