Credit and Structured Products Quant
About The Position
As Point72 reimagines the future of investing, our Technology team is constantly evolving our firm’s IT infrastructure and engineering capabilities, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts who experiment and work to discover new ways to harness open-source solutions, modern cloud architectures, and sophisticated Artificial Intelligence (AI) solutions, while embracing enterprise agile methodologies. Our commitment to building and innovating in the AI space provides the framework intended to drive smarter decision making and enhance how we build and operate our platforms and applications. As a member of Point72’s Technology team, we encourage and support your professional development from day one - helping you advance your technical skills, contribute innovative ideas, and satisfy your own intellectual curiosity - all while delivering real business impact for our multi-billion-dollar global business.
Requirements
- Advanced degree in a quantitative discipline.
- 3-7 years of experience as quant, strategist, or quantitative developer supporting credit and structured products trading at a major sell-side firm or a buy-side credit or mortgage-focused fund.
- Extensive hands-on experience building production systems around INTEX and INTEX APIs, including CDI automation, large data feeds, scenario cashflow generation, and integration with risk systems.
- Strong understanding of CLOs, securitization structures, and cashflow waterfall technology with direct experience using Valitana Analytics in a CLO or structured credit workflow.
- In-depth knowledge of credit risk models and experience with quantitative processes within the Bloomberg infrastructure.
- Strong Python skills, solid working knowledge of C++ and SQL, advanced Excel and cashflow modeling experience.
- Strong data engineering and analytics proficiency, including experience with large financial and time-series datasets, and applying AI/ML techniques to enhance data pipelines, optimize analytical workflows, or improve structured credit analytics processes.
- Hands-on experience with AWS, GCP, and/or Azure.
- Ability to operate independently in a hedge fund environment and interact with investment professionals.
- Commitment to the highest ethical standards.
Responsibilities
- 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.
- Work directly with investment professionals to translate trading views into quantitative tools and repeatable analytics.
- Contribute to the firm’s core credit analytics and data architecture, with a focus on scalability across securitized products and loan markets.
Benefits
- Fully paid health care benefits
- 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
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
