Point72 / Cubist
Quantitative Researcher - Systematic Credit
$150K–$200K
Chicago, New York +2 · Full-time · Posted Aug 15, 2024
- Location
- Chicago, New York
Chicago, Illinois, United States
New York, New York, United States - Experience
- 2+ years developing statistical and fundamental alpha signals or risk factors for single-name credit, equities, or options.
- Education
- PhD or Master’s degree in Economics, Finance, Statistics, Mathematics, Physics, or another quantitative discipline.
About the job
Conduct quantitative research and develop systematic strategies for corporate bonds and credit derivatives.
What you'll do
- Conduct quantitative research using statistical and structural models.
- Contribute to research and production, including fitting tools, data organization, alpha and risk models, transaction-cost models, and P&L attribution.
- Identify promising ideas and datasets and improve the investment process and infrastructure with portfolio managers, developers, and traders.
What they ask for
- PhD or Master’s degree in a quantitative discipline such as Economics, Finance, Statistics, Mathematics, or Physics.
- 2+ years developing statistical and fundamental alpha signals or risk factors for single-name credit, equities, or options, with demonstrated research using large data sets.
- Solid programming skills, including object-oriented programming concepts, CI/CD, and proficiency in Python.
- Strong communication skills and willingness to take ownership and work independently and in a team.
Nice to have
- Experience with FICC, credit, or option pricing models.
- Experience with numerical optimization methods.
Pay
$150,000-$200,000 USD base salary
Tools
Python, CI/CD
Model-written summary · the original posting is authoritative