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Quantitative Researcher - Systematic Credit

Point72

Chicago, New York$150k – $200k31d ago

About the role

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, Statis

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