Macro Quant/Developer Analyst — Structured Products

Point72; New York (NY); On-site; USD 140,000 - 210,000; Full time

Benefits offered by this job

Fully-paid health care

Parental leave

Volunteer opportunities

Affinity groups

Wellness programs

Tuition assistance

401(k) with employer match

Job summary

Point72's Global Macro team is seeking a Quant/Developer Analyst focused on Structured Products. You will help architect and maintain the infrastructure for Structured Products investing, and work with data infrastructure builds alongside internal and external partners.

The ideal candidate has 3+ years on sell-side trading or quantitative research, a degree in a relevant field, strong Python/C++/SQL skills, Excel modeling, experience with INTEX and APIs, and a commitment to ethical standards.

Qualifications

• 3+ years at a sell-side firm in trading or quantitative research, or as a quant at a buy-side credit or mortgage-focused fund.
• Undergraduate degree or higher in CS, economics, engineering, mathematics, physics, or statistics.
• Advanced knowledge of a programming language such as Python, C++, or SQL.
• Advanced Excel and cashflow modeling skills.
• Extensive experience with third-party structured credit cashflow engines (e.g., INTEX) and API.
• Commitment to the highest ethical standards.

Responsibilities

• Help architect and maintain the infrastructure for Structured Products investing.
• Leverage internal and external partners to help with data infrastructure builds.
• Integrate alternative and traditional data sets to help streamline analytic processes.
• Use Artificial Intelligence (AI) to enhance and optimize processes.
• Work with risk parameters based on High Yield Equivalent and quantitative processes within market-standard analytics platforms such as Bloomberg.
• Manage and assist in special projects within the CLO market.

Skills

Python

C++

SQL

Advanced Excel

Education

Undergraduate degree or higher in CS/Economics/Engineering/Mathematics/Physics/Statistics

Tools

INTEX API

Job description

Point72's Global Macro team is seeking a Quant/Developer Analyst focused on Structured Products. You will help architect and maintain the infrastructure for Structured Products investing, and work with data infrastructure builds alongside internal and external partners.

The ideal candidate has 3+ years on sell-side trading or quantitative research, a degree in a relevant field, strong Python/C++/SQL skills, Excel modeling, experience with INTEX and APIs, and a commitment to ethical standards.