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Quantitative Researcher, Portfolio Research

Quantitative Researcher, Portfolio Research

Point72New York, NY, United States
30+ days ago
Job type
  • Full-time
Job description

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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    Quantitative Researcher • New York, NY, United States