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  • 27 Feb 2024 10:09 AM | Anonymous

    Point72 Asset Management, L.P. is seeking a Research Analyst in New York, New York to pick up & maintain coverage of over 45 public companies in industrials, materials & consumer space across the US; Build and maintain detailed models used to forecast earnings of publicly traded companies to develop investment ideas. Must have at least master’s or equivalent in Quantitative Finance (e.g. Financial Engineering), Computer Science, Operations Research, Math, Statistics or related quant discipline & 1 year experience as a Research Associate/Analyst or related. Must have 1 year experience with MS Excel with advanced financial modeling; utilization of DB APIs including Bloomberg; providing detailed financial forecasts of public companies’ income statement, balance sheet, & cash flow statement; stress-testing key assumptions of financial models under multiple market scenarios; building valuation models of public companies using various methodologies. Must have demonstrable experience with statistical analysis of complex alt data sets (credit card, email receipt, app download, & website traffic); demonstrable experience assessing data quality through correlation back-testing; the US equity market with a focus on industrials, materials & consumer sectors; & Accounting, Corporate finance, and Financial Econ. Salary range=$150,000-$200,000/yr. Resume to & reference Job Code S022024J.

  • 26 Feb 2024 2:53 PM | Anonymous

    Quant Strategist, Treasury Quant Strategy; Point72, L.P. (New York, NY). Hybrid; up to 3 days/wk at home. Contribute to treasury transformation, aiming to enhance analytical capabilities. Build modeling platform relying on open-source tools in Python ecosystem. Must have at least a master’s or equiv in Fin Eng’g, Comp Fin, Math or rel quant field & 5 yrs exp as Quant Fin Tech Analyst or related. Must have 3 yrs w/: Python libraries for quant data analysis and visualization; financial math. Must have 2 yrs w/: financing markets; Prime Brokerage biz and financing; & Fin Optimization. Salary range=$275k-$300k/yr. Resume to & reference Job Code D022024J.

  • 15 Feb 2024 2:08 PM | Anonymous

    Quantitative Researcher, Trading Research; Point72 Asset Management (NY, NY). R&D execution algorithms in support of quantitative research & trading. Enhance & aid in-house quantitative algorithmic platforms. Develop pre-trade transaction cost estimation models. Possess at least master’s or equivalent in  Quantitative Finance, Computational Finance, Computer Science, Operations Research, Mathematics   or related quantitative field & 2 years experience as Quant Financial Analyst or related. Must have 2 years experience:  building models for quant trading strategies/algorithmic trading; working with large market/order/trade data datasets;  & with R, Python, C++ and SQL. Must have 1 year of experience with: KDB & Linux. Also demonstrable experience with: US equity market microstructure; & portfolio optimization framework including short term alpha signals research, risk & transaction cost modeling. Salary range=$200k-$400k/yr. Resume to & refer to Job Code Z022024S

  • 15 Feb 2024 2:08 PM | Anonymous

    Research Analyst; Point72 Asset Management, L.P. (NY, NY). Perform rigorous & innovative research to discover systematic anomalies in FI markets. Use quantitative financial research to create & help improve current strategies & develop pricers for various derivative instruments. Must possess master's degree or equivalent in Statistics, Math, Financial Engineering, Decision Science, Ops Research or a related STEM field like Physics or Engineering & at least 4 years experience as Research Associate/Analyst or related (OR PhD & 1 year experience). Must have: at least 1 year experience analyzing risk & return profile of portfolios of financial instruments; demonstrable experience developing, researching, & implementing quantitative models for FI securities & derivatives for a financial services institution & programming in C++ & Python; & College project/coursework experience conducting independent research using large data sets. Salary range=$150,000-$200,000/yr. Resume to & reference Job Code P022024G.

  • 06 Feb 2024 11:03 AM | Anonymous

    Position Title

    Mortgage Analytics


    Austin, Texas or Chicago, Illinois, USA

    Position Summary


    Palisades Group is an alternative asset manager in the global residential credit markets having managed more than $31.3 billion of loans, real estate, and fixed income securities since its 2012 inception.  It employs a top-down asset allocation approach across residential whole loans, real estate, opportunistic credit, and fixed income markets in the United States, Europe, and Latin America. The Firm provides clients with a control-oriented management style anchored in asset level risk management, loss mitigation, and value-add strategies.

    As of December 31, 2023, Palisades manages mortgage, real estate and fixed income assets that amount to over $15.5 billion in notional balance through a series of separate accounts and discretionary investment funds for globally recognized asset managers, private equity, family office, bank, broker dealer and insurance companies.

    Palisades offers individuals an exciting and challenging career in a collegial and collaborative environment. We aim to recruit and retain talented individuals who have demonstrated integrity and intellectual curiosity. We seek individuals who are willing to speak up, constantly striving to improve processes, genuinely excited to tackle complex challenges, technically proficient, transparent, collaborative, highly organized, capable of managing multiple tasks simultaneously, detail-oriented with a focus on both form and substance and driven to fulfilling their commitments.


    Palisades is seeking an Associate, Senior Associate, or Vice President to join its Investment Management team to focus on mortgage modeling and analytics in either Austin, Texas, or Evanston/Chicago, Illinois.

    As part of the Investment Management team, the candidate will be responsible for the design, development, and implementation of firmwide quantitative models and algorithms. This individual will work closely with traders, portfolio managers, and other stakeholders to establish asset valuations and portfolio marks. The Quantitative Engineer will lead the research and development of proprietary models to support the company's trading and investment strategies. This includes developing, maintaining, and enhancing a variety of mortgage models across product sectors (e.g. non-QM, rehab/construction loans, home equity, mortgage servicing rights, residential mortgage-backed securities) providing comprehensive analytics (default, prepay, severity, and transition models) for calculating asset and portfolio level risk and returns. 

    This is a small team, and any candidate must be a team player, able and willing to work on cross-over projects, able to pick up complex concepts and communicate effectively to both internal and external constituents.  The position will allow the candidate to work collaboratively across the Company’s cross-functional teams (Data Research & Reporting, Trading & Analytics, Asset Management, Capital Markets, Transaction Management, and Collateral Management) and to learn from the firm’s industry-leading professionals. The ideal candidate will be intellectually curious, a self-starter, have a strong attention to detail, and be able to work under time-sensitive deadlines.



    ·        Create, implement, and manage a comprehensive modeling framework from the ground up.

    ·        This unique opportunity is equal parts modeling as it is transformation management. The successful candidate will have a deep understanding of how forecasting/credit models work and the ability to capture evolving business strategies or exogenous events into the model.

    ·        Lead the curation and analysis of pertinent data for forecasting and tuning models

    ·        Explain the variations in forecast model outputs based on portfolio trends, planned business actions, and model components/assumptions.

    ·        Understand how inputs and outputs are generated and modify inputs and output for what-if scenarios or regression testing of the models.

    ·        Work with and expand the firm's existing proprietary modeling tools.

    ·        Manage various monthly and quarterly reporting and commentary including slide and deck preparation with attention to accuracy and deadlines.



    ·        Medical, dental, and vision insurance

    ·        401(k) retirement plan matching

    ·        Charitable giving employee matching program

    ·        Continuing education and professional certification expense reimbursement

    ·        Wellness stipend (monthly)

    ·        13 paid holidays

    ·        Remote work option (Fridays)

    ·        Summer hours on Friday

    ·        Friday team lunches


    Palisades is committed to maintaining a positive and collaborative work environment that is safe and respectful of others; our shared success depends on it. Accordingly, we do not tolerate workplace discrimination, violence, or harassment.

    We are proud to create a diverse environment and are proud to be an equal opportunity employer.

    Required Qualifications


    ·        Education: Advanced degree in Mathematics, Physics, Computer Science, Financial Engineering, or a related field.

    ·        Experience: Minimum of 4+ years of experience in a quantitative role in a financial services company (3-5 years would be Associate level, 5-8 years: Senior Associate, 8+ years: VP level).

    ·        Experience with financial modeling or in the financial industry is a must.

    ·        Strong programming skills in at least one language, such as Python, R, C++, or Java.

    ·        Familiarity with big data manipulation and analysis tools (e.g., SQL, Spark, Hadoop) along with experience building and implementing models in a cloud-based environment (e.g., Azure, AWS, etc.).

    ·        Experience with machine learning, data mining, econometric modeling, and general statistical modeling.

    ·        Understanding of prepayment, default, and loss models.

    How to Apply:

    Please apply directly here:

  • 29 Jan 2024 10:56 AM | Anonymous

    Position Title

    Quant Trader / Portfolio Manager


    Anywhere - Remote

    Position Summary

    Develop and manage limited capacity consistent (3+ sharpe) automated trading strategies focused within the US or Japanese cash equities markets.  This does not need to be an exclusive relationship; you can maintain your independence and you will retain ownership of your IP.  Compensation will be through an attractive formulaic payout based on the actual live results of your strategy.

    You will be working with a small team of three that has been continuously running a small but highly successful automated trading fund for 15 years and has several pools of capital available with additional capacity. We have an internally built, low latency, low transaction cost trading infrastructure.

    Required Qualifications

    You must have successfully traded the strategy live.  There is no minimum education or experience level requirement.

    How to Apply:

    Email your resume and general summary information about your strategy to

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