Point72
Verified live 1d ago
Quantitative Researcher - Systematic Credit
Brief overview
Chicago, Illinois, United States +1In-person
MastersOr in progress
$150k–$200k/yrStated range
2+ yrsMinimum
135 H-1B approvalsDept. of Labor
43 green cardsCertified filings
Quantitative researchStatistical modelingStructural modelingData organizationAlpha generationRisk modelingTransaction cost modelingP&L attributionPythonObject-oriented programmingCI/CD frameworkLarge dataset analysisCommunication skillsTeam collaborationIndependent work
About the company
Point72point72.com
Point72 invests in multiple asset classes and strategies worldwide.
Visa sponsorship history
4 years sponsoring, last filed FY2026
Data powered by U.S. Department of Labor. This does not guarantee sponsorship for this specific role.135H-1B approved
99%approval rate
30new H-1B hires
43PERM certified
$222,500median wage / yr
H-1B Petition ApprovalsVisas USCIS actually granted: the strongest sign the company sponsors.
202361
202472
20252
LCA Certified ApplicationsAn early filing step, not a visa approval: it signals intent, not confirmed sponsorship.
202324
202417
202517
202625
Green Card (PERM) FilingsCertified green card filings: a long-term commitment to international hires.
202310
202412
202518
20263
Top sponsored roles
Quantitative Software DeveloperQuantitative Strategist, Macro TechnologyData AnalystIT Operations Engineer, Application SupportQuantitative Strategist, Treasury Quant Strategy
Sponsored employees from
ChinaIndiaUnited KingdomMalaysiaGermany
Job description
Role
Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies.
Responsibilities
- Independently conduct quantitative research, adopting a rigorous approach and using statistical and structural models
- Contribute to all aspects of the research and production process, including implementation of fitting tools; data organization; generation of alphas, risk and TC models; P&L attribution, etc.
- Proactively search for and prioritize new ideas and datasets for alpha potential
- Contribute to continuous improvement of the investment process and infrastructure in collaboration with the portfolio managers, developers and traders on the team
Requirements
- PhD or Master’s degree in Economics, Finance, Statistics, Mathematics, Physics, or other quantitative discipline
- 2+ years of experience developing statistical and fundamental alpha signals, risk factors for single name credit, equities, or options. Demonstrated ability to conduct research utilizing large data sets
- Experience with FICC, credit or option pricing models is preferred
- Experience with numerical optimization methods is a plus
- Solid programming skills: understanding of the object-oriented programming and CI/CD framework. Proficiency in Python, including with packages used for data research, best practices of coding style, etc.
- Strong communication skills
- Willingness to take ownership of his/her work, working both independently and within a team
The annual base salary range for this role is $150,000-$200,000 (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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