Head of Macro – PCAT

RolePoint72 is seeking a Head of Macro to join its Portfolio Construction and Analytics Team (PCAT) within the Office of the CIO.PCAT plays a vital role in the discretionary business at the firm. The Head of Macro will build collaborative relationships with portfolio managers, develop a deep understanding of each portfolio manager’s investment approach to offer tailored, data-driven insights to portfolio managers and the firm’s senior leadership. These insights help portfolio managers improve their portfolio construction and performance and help senior leadership improve their capital allocation decisions.The ideal candidate is smart, collaborative, articulate, and creative with strong quantitative and technical skills, expert knowledge of equities, and an ability to confidently communicate actionable recommendations to seasoned portfolio managers and C-level executives.ResponsibilitiesBuild strong relationships and continually engage with portfolio managers to discuss and understand their businesses and investment approachesFormulate expectations for each portfolio manager’s unique risk and performance profile and proactively identify deviations from those expectationsInvestigate portfolios and strategies to develop data-driven, in-depth comprehension of macro investment processes, risk profiles, portfolio construction, and investor behaviorConduct innovative and scientific research to identify and model drivers of performance and risksDevelop analytics, quantitative tools, and an analytical framework to attribute performance, monitor risks, and evaluate portfolio constructionIdentify and manage new datasets that support investment decisions and risk management processesDeliver research findings and make recommendations to portfolio managers and senior leadershipAct as a collaborator and thought leader with various teams within the firm to create a holistic comprehension of the investment strategies and teamsManage quantitative analysts responsible for analyzing data and researching and developing quantitative tools and techniquesMany of the above tasks will require analyzing or directing the analysis of large structured and unstructured datasets, such as internal position and performance data, risk model data, fundamental data, and sentiment data, as well as running simulations and backtests.Requirements:Masters or PhD in a quantitative discipline with strong technical, quantitative, and communication skills5+ years of experience in a quantitative research or strategist role focused on rates or FXStrong background in statistics, math, or econometricsStrong hands-on technical and quant skills, with high level of proficiency in Python and SQLHigh-energy personality and the ability to manage multiple tasks and deadlines in a fast-paced environmentHigh degree of drive and focus on delivery of results – must be a self-starterStrong communications skills, with the ability to communicate clearly and concisely to senior management and discretionary portfolio managersStrong interpersonal skills and a team player, with the ability to work collaboratively with all levels of staff and to thrive in a team-oriented environmentCommitment to the highest ethical standards The annual base salary for this role is $300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring based upon geographic location, work experience, education, and/or skill level, among other things.