Point72's Treasury team needs a quantitative capital analyst to help manage the firm's capital and liquidity, optimize funding processes, and improve the management of broker trading allocations.
Requirements
- Proficiency in Python and quantitative libraries such as Pandas, PyTorch, and NumPy
- Experience implementing financial calculations from primary data sourcing to output reporting and presenting to senior leadership
Responsibilities
- Develop the frameworks governing firm wide capital and liquidity levels.
- Create analytics to guide capital and liquidity management.
- Implement quantitative calculations in python, e.g. firmwide liquidity risk models, internal capital and liquidity attribution methodologies, firm capital and balance sheet consumption at brokers, firm FX exposures.
- Apply quantitative expertise to Treasury objectives, optimizing funding and liquidity processes to provide robust, cost-effective financing for firm risk taking.
- Partner with Technology to advance the quality and utility of the data and computation platform.
- Analyze the firm’s capital and balance sheet footprint at prime brokers, improving their ability to manage broker trading allocations sustainably at competitive costs.
- Develop liquidity risk models which size the liquidity required to support the firm’s businesses through extreme stress events.
Other
- PhD in a quantitative field such as mathematics, statistics, or sciences, with 3+ years of quantitative financial work experience, or a master’s degree in finance or financial engineering with 5+ years of quantitative financial work experience
- Commitment to the highest ethical standards
- We are looking for candidates with strong analytical backgrounds, quantitative finance experience, and effective communication skills.
- This role requires the ability to solve problems by applying finance first principles, to generate novel analysis and to apply quantitative insights to exercise leadership in Treasury initiatives.
