Quantitative Strategist, Credit and Structured Products

• Generous parental and family leave policies

• Volunteer opportunities

• Support for employee-led affinity groups representing women, people of color and the LGBT+ community

• Mental and physical wellness programs

• Tuition assistance

• A 401(k) savings program with an employer match and more

Build and own pre-trade pricing, risk, and scenario analytics for CLOs, ABS, RMBS, and CMBS .

Architect and maintain production infrastructure around the INTEX cashflow engine and INTEX APIs, supporting automated CDI ingestion, large-scale deal data integration, and scenario-based tranche cashflow generation.

Develop structured credit analytics such as waterfall modeling, tranche sensitivities, hedge ratios, weighted average life (WAL), loss distributions, and stress testing.

Build and maintain historical datasets for INTEX deal data, CLO CUSIP color, bond marks, and the broader BSL loan universe.

Produce market share, relative value, and P&L monitoring analytics for structured credit portfolios.

Integrate third-party analytics platforms into research and trading workflows.

Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth. For more information, visit

https://point72.com/

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The annual base salary range for this role is $300,000-$350,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.