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
Point72 Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Point72 and has not been reviewed or approved by Point72.
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Healthcare Strength — Healthcare coverage is described as exceptional with comprehensive options and low out-of-pocket costs. Medical, dental, and vision are characterized as fully covered or no-premium for U.S. employees.
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Retirement Support — The 401(k) program features a generous employer match and access to after-tax contributions with in-plan Roth conversions. Value accrues through a multi-year vesting schedule that rewards tenure.
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Parental & Family Support — Parental and family leave is highlighted as generous and has strengthened over time. Clear primary and secondary caregiver policies are in place and seen as competitive.
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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.
