Credit and Structured Products Quant
Point72 Asset Management, L.P, New York, New York, us, 10261
A Career with Point72’s Technology Team
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.
What you’ll do
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.
What’s required
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, optimise 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.
We take care of our people We invest in our people, their careers, their health, and their well‑being. When you work here, we provide:
Fully‑paid health care benefits
Generous parental and family leave policies
Mental and physical wellness programmes
Volunteer opportunities
Non‑profit matching gift programme
Support for employee‑led affinity groups representing women, minorities and the LGBTQ+ community
Tuition assistance
A 401(k) savings programme with an employer match and more
About Point72 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/.
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.
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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.
What you’ll do
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.
What’s required
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, optimise 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.
We take care of our people We invest in our people, their careers, their health, and their well‑being. When you work here, we provide:
Fully‑paid health care benefits
Generous parental and family leave policies
Mental and physical wellness programmes
Volunteer opportunities
Non‑profit matching gift programme
Support for employee‑led affinity groups representing women, minorities and the LGBTQ+ community
Tuition assistance
A 401(k) savings programme with an employer match and more
About Point72 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/.
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.
#J-18808-Ljbffr