Quantitative Analyst: AI-Enhanced Structured Products

point72; New York (NY); On-site; USD 120,000 - 180,000; Full time

Benefits offered by this job

Fully-paid health care benefits

Generous parental and family leave

Volunteer opportunities

Support for employee-led affinityGroup

Mental and physical wellness programs

Tuition assistance

401(k) with employer match

Job summary

Point72 seeks a Quant/Developer Analyst for its Discretionary Macro Investment Team focused on Structured Products in New York. You will help architect and maintain data and model infrastructure and collaborate with the Macro team to drive analytical excellence.

Responsibilities include integrating data sets, enabling AI-driven optimization, and building risk-ready cashflow models on platforms like Bloomberg.

Qualifications

• 3+ years at a sell-side firm in a trading or quantitative research role, or as a quant at a buy-side credit or mortgage-focused fund.
• Undergraduate degree or higher in computer science, economics, engineering, mathematics, physics, or statistics.
• Advanced knowledge of a programming language such as Python, C++, or SQL.
• Advanced skills in Excel and cashflow modeling.
• 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 our 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

Excel

Cashflow modeling

Data infrastructure

Education

Bachelor's degree or higher in computer science, economics, engineering, mathematics, physics, or statistics

Tools

INTEX

API

Bloomberg

Job description

Point72 seeks a Quant/Developer Analyst for its Discretionary Macro Investment Team focused on Structured Products in New York. You will help architect and maintain data and model infrastructure and collaborate with the Macro team to drive analytical excellence.

Responsibilities include integrating data sets, enabling AI-driven optimization, and building risk-ready cashflow models on platforms like Bloomberg.