Equity Risk Analyst

Millennium Management

Millennium Management

IT
Tokyo, Japan
Posted on Nov 20, 2024
Equity Risk Analyst

Job Description

Role Summary Paragraph

  • Your mission will be to assess and interpret the performance and risk of equity portfolios in Tokyo. You will collaborate closely with a global team of risk professionals, local internal management, and portfolio managers. With access to extensive data and a wide range of quantitative tools and resources, you will conduct in-depth analyses to support your findings. As the Japanese equity domain expert, you will provide valuable insights and expertise to various stakeholders across the firm.

Responsibilities

  • Performance and Risk Analytics: Conduct comprehensive, quantitatively-driven risk assessments of equity portfolio management activities, focusing on performance and risk.
  • PM Skill Assessment: Evaluate portfolio managers' skills through a quantitative approach.
  • Equity Market Monitoring: Stay updated on market developments and analyze their potential impact on investments.
  • PM Candidate Interviews: Assess the skills and fit of portfolio manager candidates in alignment with MLP's risk philosophy.
  • Policy Compliance: Ensure adherence to internal risk management policies and regulatory requirements.
  • Reporting: Prepare and present regular and ad hoc reports to senior management, highlighting key risk metrics, trends, and potential areas of concern.
  • Automation: Continuously automate routine work processes and tasks.

Qualifications

  • BSc, Master or PhD in Science, Engineering or an equivalent STEM major
  • 2-8 years of experience working in a quantitative field
  • Good understanding of financial markets, especially Japanese equities, is helpful
  • Familiarity with factor models, performance attributions, portfolio construction, optimization techniques
  • Strong proficiency in programming languages such as Python, SQL