Quantitative Analyst, Structured Products Investment Team

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

Benefits offered by this job

Fully-paid health care benefits

Parental and family leave

Volunteer opportunities

Affinity groups for women, people of色

Mental and physical wellness programs

Tuition assistance

401(k) with employer match

Job summary

Point72 Asset Management in New York invites applications for a Quant/Developer Analyst on a Discretionary Macro Investment Team focused on Structured Products. You will help architect and maintain the data and modeling infrastructure used to analyze CLOs and related assets, integrating both internal and third-party data sources and applying AI-driven enhancements.

You should have a strong programming background (Python, C++, SQL), expertise in cashflow modeling, and familiarity with INTEX or

Qualifications

• 3+ years in sell-side trading or quantitative research, or as a quant at a buy-side fund.
• Undergraduate degree or higher in CS, economics, engineering, math, physics or statistics.
• Advanced programming in Python, C++, or SQL; Excel and cashflow modeling expertise.
• Experience with structured credit engines (e.g., INTEX) and APIs.
• Commitment to the highest ethical standards.

Responsibilities

• Architect and maintain infrastructure for Structured Products investing.
• Leverage internal and external partners for data infrastructure builds.
• Integrate alternative and traditional data sets to streamline analytics.
• Apply AI to enhance and optimize processes.
• Work with risk parameters within market-standard analytics platforms such as Bloomberg; manage CLO-related projects.

Skills

Python

C++

SQL

Excel

Cashflow modeling

INTEX API

API

Education

Computer science

Economics

Engineering

Mathematics

Physics

Statistics

Tools

INTEX

API

Job description

Quant/Developer Analyst for a Discretionary Macro Investment Team focused on Structured Products

A Career with Point72’s Macro Team

Point72’s Global Macro business is a scaled, global investment platform with more than two decades of experience trading across rates, FX, credit, volatility, and emerging markets. Operating across 10 offices worldwide, we have doubled our capital allocation and grown our number of teams fivefold since 2020. We combine deep asset-class expertise with a highly collaborative culture across macro, fundamental equities, and systematic strategies to drive differentiated investment performance and support long-term career growth for our talent.

What you’ll do

• 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.

What’s required

• 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.

We take care of our people

We invest in our people, their careers, their health, and their well-being. When you work here, we provide:

• Fully-paid health care benefits
• Generous parental and family leave policies
• Volunteer opportunities
• Support for employee-led affinity groups representing women, people of color and the LGBT+ community
• Mental and physical wellness programs
• Tuition assistance
• A 401(k) savings program with an employer match and more

About point72

Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth. For more information, visit https://point72.com/.