Quantitative Researcher - Systematic Credit

Point72Chicago, NY

$150,000 - $200,000 / year

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Overview

Schedule

Full-time

Career level

Senior-level

Compensation

$150,000-$200,000/year

Benefits

Health Insurance

Paid Vacation

Job Description

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.

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FAQs About Quantitative Researcher - Systematic Credit Jobs at Point72

What is the work location for this position at Point72?

This job at Point72 is located in Chicago, NY, according to the details provided by the employer. Some roles may also include multiple work locations depending on the requirement.

What pay range can candidates expect for this role at Point72?

Candidates can expect a pay range of $150,000 and $200,000 per year.

What employment applies to this position at Point72?

Point72 lists this role as a Full-time position.

What experience level is required for this role at Point72?

Point72 is looking for a candidate with "Senior-level" experience level.

What benefits are offered by Point72 for this role?

Point72 offers following benefits: Health Insurance and Paid Vacation for this position. Actual benefits may vary depending on the employer's policies and employment terms.

What is the process to apply for this position at Point72?

You can apply for this role at Point72 either through Sonara's automated application system, which helps you submit applications 10X faster with minimal effort, or by applying manually using the direct link on the job page.