Quantitative Strategist, Macro Technology

A Career with Point72s Technology Team

As Point72 reimagines the future of investing our Technology team is constantly evolving our firms IT infrastructure and engineering capabilities positioning us at the forefront of a rapidly evolving technology landscape. Were a team of experts who experiment and work to discover new ways to harness open-source solutions modern cloud architectures and sophisticated Artificial Intelligence (AI) solutions while embracing enterprise agile methodologies. Our commitment to building and innovating in the AI space provides the framework intended to drive smarter decision making and enhance how we build and operate our platforms and applications.

As a member of Point72s Technology team we encourage and support your professional development from day onehelping you advance your technical skills contribute innovative ideas and satisfy your own intellectual curiosityall while delivering real business impact for our multi-billion-dollar global business.

What youll do

• Enhance and extend interest rate curve construction and bootstrapping methodologies for swaps and cash instruments across Developed and Emerging Markets.
• Advance linear FX analytics including consistent treatment of FX OIS discounting basis and turn adjustments.
• Deliver robust scalable analytics combining real-time pricing historical valuation and scenario-based research.
• Design and build pre-trade pricing and analytics tools for investment professionals covering linear Rates and FX products.
• Develop scenario analysis frameworks enabling investment professionals to define market and curve shocks and assess pricing risk and PnL impacts.
• Develop relative value carry roll-down and cross-market analytics for linear Rates and FX strategies.
• Define and maintain robust market data handling validation and historical consistency for Rates and FX analytics.
• Work closely with investment professionals to translate trading ideas and relative-value views into quantitative analytics and tooling.
• Contribute to the firms core analytics libraries and data architecture with a focus on robustness performance and extensibility across asset classes.

Whats required

• Post-graduate degree in a quantitative discipline from a top-tier university.
• 1215 years of experience in Rates and FX quantitative analytics and development at a top-tier investment bank or hedge fund.
• Deep expertise in interest rate curve construction including risk-free and term rates multi-curve frameworks and optimization-based curve bundle construction.
• Strong understanding of collateralized products discounting frameworks and curve modeling under CSA/OIS conventions.
• Experience across linear Rates cash and derivative securities and FX products.
• Proven track record in building pre-trade analytics pricing tools and research platforms for investment professionals.
• Proven experience in bond futures modeling including embedded optionality and hands-on work in bond relative value analysis and trading analytics
• Solid understanding of backtesting frameworks historical analysis and scenario-based research methodologies.
• Advanced programming skills in Python and C with experience developing production-quality analytics libraries.
• Strong communication skills and demonstrated ability to work closely with business stakeholders
• Commitment to the highest ethical standards.

We take care of our people

We invest in our people their careers their health and their well-being. When you work here we provide:

• Fully-paid health care benefits
• Generous parental and family leave policies
• Mental and physical wellness programs
• Volunteer opportunities
• Non-profit matching gift program
• Support for employee-led affinity groups representing women minorities and the LGBT community
• Tuition assistance
• A 401(k) savings program with an employer match and more

About Point72

Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. Resting on more than a quarter-century of investing experience we seek to be the industrys premier asset manager through delivering superior risk-adjusted returns adhering to the highest ethical standards and offering the greatest opportunities to the industrys brightest talent. Were inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. For more information visit annual base salary range for this role is $300000-$350000 (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.