Build and own pre-trade pricing, risk, and scenario analytics for CLOs, ABS, RMBS, and CMBS
Job Summary
Build and own pre-trade pricing, risk, and scenario analytics for CLOs, ABS, RMBS, and CMBS.
Develop structured credit analytics such as waterfall modeling, tranche sensitivities, hedge ratios, weighted average life (WAL), loss distributions, and stress testing.
Point72 offers fully paid health care benefits, generous parental and family leave policies, and a 401(k) savings program with an employer match.
Matching Summary
Build and own pre-trade pricing, risk, and scenario analytics for CLOs, ABS, RMBS, and CMBS.