Quantitative Researcher - Systematic Credit

Point72; New York (NY); Sur place; USD 150 000 - 200 000; Plein temps

Résumé du poste

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.

Responsabilités

• 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.

Connaissances

Statistical modeling

Data analysis

Python programming

Communication skills

Team collaboration

Formation

PhD or Master’s in quantitative field

Outils

Python

CI/CD

Description du poste

Role

Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies.

Responsibilities

• Independently conduct quantitative research, adopting a rigorous approach and using statistical and structural models
• Contribute to all aspects of the research and production process, including implementation of fitting tools; data organization; generation of alphas, risk and TC models; P&L attribution, etc.
• Proactively search for and prioritize new ideas and datasets for alpha potential
• Contribute to continuous improvement of the investment process and infrastructure in collaboration with the portfolio managers, developers and traders on the team

Requirements

• 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. Demonstrated ability to conduct research utilizing large data sets
• Experience with FICC, credit or option pricing models is preferred
• Experience with numerical optimization methods is a plus
• Solid programming skills: understanding of the object-oriented programming and CI/CD framework. Proficiency in Python, including with packages used for data research, best practices of coding style, etc.
• Strong communication skills
• Willingness to take ownership of his/her work, working both independently and within a team

The annual base salary range for this role is $150,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.