full-time
Quantitative Researcher - Systematic Credit
Point72
- Employer
- Point72
- Location
- Chicago
- Working pattern
- on-site
- Salary
- $150,000–$200,000 / year
About the role
Conduct independent quantitative research using statistical and structural models to develop systematic corporate bond and credit derivatives strategies. Contribute to the full production process, including alpha generation, risk modeling, and infrastructure improvement. Requires a PhD or Master's degree in a quantitative field and 2+ years of experience developing alpha signals or risk factors for credit, equities, or options. Proficiency in Python and experience with large datasets and FICC pricing models are essential.