Quantitative Researcher: Credit & Bond Derivatives Alpha

Point72; Chicago (IL); On-site; USD 150,000 - 200,000; Full time

Job summary

Point72 is hiring a Quantitative Researcher to build systematic corporate bond and credit derivatives strategies. You will conduct rigorous research, develop models, and implement tooling for data, alphas, risk, and P&L attribution.

You will prioritize new ideas, collaborate with PMs, developers and traders, and advance the investment process with robust, data-driven approaches. A PhD or Master’s in a quantitative field is required, along with 2+ years’ experience.

Qualifications

• PhD or Master’s degree in Economics, Finance, Statistics, Mathematics, Physics, or other quantitative discipline.
• 2+ years of experience developing statistical and fundamental alpha signals and risk factors.
• Experience with FICC, credit or option pricing models is preferred.
• Experience with numerical optimization methods is a plus.
• Strong programming skills in Python and CI/CD practices.
• Excellent communication and ability to own work independently or in a team.

Responsibilities

• Independently conduct quantitative research using statistical and structural models.
• Contribute to research, data tools, alphas, risk and P&L attribution.
• Identify new ideas and datasets for alpha potential.
• Improve investment process and infrastructure with PMs, developers and traders.

Skills

Python

Statistical modeling

Quantitative research

CI/CD

Education

PhD or Master’s in quantitative field

Job description

Point72 is hiring a Quantitative Researcher to build systematic corporate bond and credit derivatives strategies. You will conduct rigorous research, develop models, and implement tooling for data, alphas, risk, and P&L attribution.

You will prioritize new ideas, collaborate with PMs, developers and traders, and advance the investment process with robust, data-driven approaches. A PhD or Master’s in a quantitative field is required, along with 2+ years’ experience.