Quantitative Researcher - Systematic Credit

Chicagofull timeOn Siteentry$150k–$200kH1B: yes

Point72 Quantitative Researcher for systematic corporate bond and credit derivatives strategies conducting quantitative research using statistical and structural models. Responsible for all aspects of research and production including data organization, alpha generation, and P&L attribution.

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

Qualification

PhD or Master’s degree in EconomicsExperience with FICCSolid programming skillsStrong communication skills

Required

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.