Point72
Role:
Research analyst on a credit-focused discretionary macro portfolio management team. The analyst will work directly with the PM to conduct fundamental bottoms up research to generate commercial trade ideas across the full credit spectrum-Investment Grade and High Yield corporate bonds and their derivatives.
Responsibilities:
* Build and maintain quantitative models for credit analysis, relative value identification, and risk management
* Develop automated data pipelines for market data, fundamentals, and alternative datasets
* Implement systematic signals and backtesting frameworks for trade idea generation
* Create portfolio analytics, risk monitoring tools, and scenario analysis capabilities
* Build relative value models across hundreds of securities in the credit universe
* Automate repetitive analysis and reporting to improve team efficiency
* Collaborate with the PM to translate investment hypotheses into testable quantitative frameworks
* Monitor model performance, validate assumptions, and iterate on approaches
Requirements:
* Bachelor's or Master's degree in computer science, statistics, mathematics, physics, engineering, or similar quantitative discipline
* Strong programming skills in Python (pandas, numpy, scipy, scikit-learn) and SQL
* Experience with data manipulation, statistical modeling, and time series analysis
* Understanding of financial markets, particularly fixed income and credit derivatives
* Ability to build production-quality code with proper testing and documentation
* Strong problem solving skills and attention to detail in quantitative work
* Good communication skills and ability to explain technical concepts to non-technical stakeholders
* Intellectual curiosity and passion for applying quantitative methods to financial markets
* Ability to take ownership of projects from conception to production
* Hard working competitive spirit
* Commitment to the highest ethical standards
Research analyst on a credit-focused discretionary macro portfolio management team. The analyst will work directly with the PM to conduct fundamental bottoms up research to generate commercial trade ideas across the full credit spectrum-Investment Grade and High Yield corporate bonds and their derivatives.
Responsibilities:
* Build and maintain quantitative models for credit analysis, relative value identification, and risk management
* Develop automated data pipelines for market data, fundamentals, and alternative datasets
* Implement systematic signals and backtesting frameworks for trade idea generation
* Create portfolio analytics, risk monitoring tools, and scenario analysis capabilities
* Build relative value models across hundreds of securities in the credit universe
* Automate repetitive analysis and reporting to improve team efficiency
* Collaborate with the PM to translate investment hypotheses into testable quantitative frameworks
* Monitor model performance, validate assumptions, and iterate on approaches
Requirements:
* Bachelor's or Master's degree in computer science, statistics, mathematics, physics, engineering, or similar quantitative discipline
* Strong programming skills in Python (pandas, numpy, scipy, scikit-learn) and SQL
* Experience with data manipulation, statistical modeling, and time series analysis
* Understanding of financial markets, particularly fixed income and credit derivatives
* Ability to build production-quality code with proper testing and documentation
* Strong problem solving skills and attention to detail in quantitative work
* Good communication skills and ability to explain technical concepts to non-technical stakeholders
* Intellectual curiosity and passion for applying quantitative methods to financial markets
* Ability to take ownership of projects from conception to production
* Hard working competitive spirit
* Commitment to the highest ethical standards