Quantitative Analyst • Mid-Level

Who you are

You are a highly motivated and detail-oriented Trader/Quant Analyst with a strong background in trading and data analysis. With at least 3 years of experience in convertible securities or equity/FX/rates derivatives, you have a solid understanding of relative value trading strategies and quant data analysis. Your analytical and quantitative skills are complemented by proficiency in Excel and at least one programming language, such as Python or R. You thrive in a fast-paced, team-oriented environment and are committed to the highest ethical standards.

Desirable

Familiarity with risk management systems and trading platforms like Bloomberg or Tradeweb is a plus. You have a keen interest in financial markets and a passion for identifying trading opportunities through data analysis.

What you'll do

In this role, you will identify relative value opportunities between convertible bonds, the underlying equity, and credit derivatives. You will execute trades in convertible securities and related equities, ensuring alignment with investment theses and risk parameters. Proactively managing existing positions, you will assess changes in valuation, liquidity, and market sentiment. Conducting in-depth quant data analysis on the convertible bond universe will be a key responsibility, including analyzing historical pricing and valuation.

You will model and evaluate convertible securities across multiple scenarios, analyzing risks related to credit, interest rates, volatility, and equity sensitivity. Building front-office tools to analyze convertible universe data for idea generation, trade optimization, and risk management will be part of your daily tasks. You will coordinate with the portfolio manager and risk team to size positions appropriately and adhere to pre-defined risk limits.

Tracking and analyzing P&L drivers on a daily basis, you will provide attribution reports and dynamically hedge exposures using equity, credit, and derivative instruments. Collaborating closely with other analysts and traders, you will contribute to a cohesive investment strategy that maximizes returns while managing risk effectively.

What we offer

At Point72, you will be part of a dynamic investment team that values collaboration and innovation. We offer competitive compensation and opportunities for professional growth within the firm. You will have access to cutting-edge tools and resources to enhance your trading and analytical capabilities. Join us in our mission to identify and execute profitable investment opportunities in the convertible securities market.