Quant jobs / Point72

Quantitative Researcher – Systematic Credit

A researcher role in a new Point72 team trading corporate bonds and credit derivatives systematically. You would cover alpha, risk and cost models alongside portfolio managers and developers.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research alpha signals for corporate bonds and credit derivatives
Implement model-fitting tools and organise data
Build risk and transaction cost models
Attribute P&L to understand what drives returns
Screen new datasets for alpha

What they ask for

Required

PhD or Master's in a quantitative field
Alpha signals and risk factors for single-name credit, equities or options
Large data set research
Python with good engineering habits
Object-oriented design and CI/CD

Preferred

FICC, credit or option pricing models
Numerical optimisation

Education: PhD or Master's in economics, finance, statistics, maths, physics or a related quantitative field.
Experience: 2+ years developing alpha signals and risk factors for credit, equities or options.
Languages and tools: Python
Markets: credit, fixed-income, equities, options

How to prepare

Study structural and reduced-form credit models
Build a simple bond or CDS signal and backtest it
Learn how transaction costs behave in corporate bond markets
Practise numerical optimisation for portfolio construction

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Point72’s site before applying: requirements, location and pay can change after we check them.

View the posting on Point72’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Point72 and doesn’t handle applications.