Quantitative Researcher, Credit & Derivatives Alpha

Point72; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

Point72 is seeking a Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies. You will independently conduct quantitative research, develop alphas and risk models, organize data, and support P&L attribution.

You will also seek new ideas and datasets to enhance alpha potential and help improve the investment process with the team. The role requires advanced quantitative degrees and experience with statistical methods, Python programming, and

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, risk factors for single name credit, equities, or options.
• Experience with FICC, credit or option pricing models is preferred.
• Experience with numerical optimization methods is a plus.
• Solid programming skills: object-oriented programming and CI/CD framework; proficiency in Python and data research packages.

Responsibilities

• Independently conduct quantitative research using statistical and structural models.
• Contribute to research and production processes including fitting tools, data organization, alphas, risk and TC models, P&L attribution.
• Proactively search for and prioritize new ideas and datasets for alpha potential.
• Collaborate with portfolio managers, developers and traders to improve investment process and infrastructure.

Skills

Statistical modeling

Data analysis

Python programming

Communication skills

Team collaboration

Education

PhD or Master’s in quantitative field

Tools

Python

CI/CD

Job description

Point72 is seeking a Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies. You will independently conduct quantitative research, develop alphas and risk models, organize data, and support P&L attribution.

You will also seek new ideas and datasets to enhance alpha potential and help improve the investment process with the team. The role requires advanced quantitative degrees and experience with statistical methods, Python programming, and