JOB DESCRIPTION
The internal alpha capture (IAC) team is focused on developing and implementing scalable long/short equity investment strategies that leverage insights from discretionary portfolio managers and analysts, using sophisticated risk management, portfolio construction and execution techniques.
Successful candidates will provide research and development assistance to team leads for various aspects of the portfolio management process. Specific responsibilities will include a subset of the following:
- Analyze large data sets to identify features and relationships to develop predictive return signals
- Research and develop alternative portfolio construction methods and tools that can enhance portfolio returns
- Develop performance and attribution analytics that explain sources of risks and returns in managed portfolios
- Evaluate alpha decay characteristics and their impact on optimal execution strategies
- Contribute to the development of robust and efficient research and production platforms
DESIRABLE CANDIDATES
- Masters or PhD candidates in finance, computer science, mathematics, operations research, physics, or other quantitative discipline
- Strong analytical and quantitative skills. Detail-oriented
- Proficient in Python, R, or C++
- Excellent written and verbal communication skills, willing to proactively engage other team members in helping to foster a highly collaborative team-oriented research environment
- Demonstrated interest in financial markets and systematic strategies
- Willing to take ownership of his/her work, working both independently and within a small team
Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth.
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What We Do
Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. Resting on more than a quarter-century of investing experience, we seek to be the industry’s premier asset manager through delivering superior risk-adjusted returns, adhering to the highest ethical standards, and offering the greatest opportunities to the industry’s brightest talent. We’re inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. For more information, visit www.Point72.com/working-here.
