Quant Library Developer, Macro Technology

A Career with Point72’s Technology Team

As Point72 reimagines the future of investing, our Technology group is constantly improving our company’s IT infrastructure, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts experimenting, discovering new ways to harness the power of open-source solutions, and embracing enterprise agile methodology. We encourage professional development to ensure you bring innovative ideas to our products while satisfying your own intellectual curiosity.

The Macro Quant Analytics team is responsible for building in-house financial analytics and a distributed platform to disseminate information tracking the global market. We build world class tools for macro portfolio managers, that play a core role in their investment decision making processes.

Over the past three years, the Global Macro business has expanded significantly, and as a result, we are expanding the Macro Technology team. This is a fantastic opportunity to join an exceptional team, in a major growth phase. We are looking for problem solvers who are passionate about the Macro investment business and delivering best in class technology.

What you’ll do

You will help build a new core analytics library and downstream tools that help various parts of the business price and analyze the risk of the macro business including IR, FX, credit, commodity, equity, and mortgage securities.  More broadly, you’ll join our Macro Technology team working with and learning from seasoned experts in supporting a complex global business.  The code base is still relatively young, about one year old, and not burdened with a legacy.

• Write code in Modern C++ and python to help build and extend the library to support new asset classes and pricing models.
• Help write systems and tools built on that library including APIs and an Excel add-in.
• Follow a robust SDLC process that includes code coverage requirements, code review, monitoring, and support. Participate in code reviews, testing, and debugging to ensure high-quality software delivery.
• Contribute your ideas to team discussions on data modeling, software design, and more.
• Collaborate with quants, traders, and other developers to understand requirements and deliver solutions that meet business needs.

What’s Required

Experience building high-performance distributed software in the cloud with C#.

• 5+ years of experience in C++ and Python development.
• Strong knowledge of IR and FX pricing models and the fixed income markets.
• Comfortable working in both Linux and Windows environments
• Experience building Excel add-ins is a major plus.
• Experience working on high performance multithreaded systems.
• Clear communication skills, a passion for crafting quality applications, and an interest in financial products and trading.
• 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.
• Volunteer opportunities.
• Support for employee-led affinity groups representing women, people of color and the LGBT+ community.
• Mental and physical wellness programs.
• Tuition assistance.
• A 401(k) savings program with an employer match and more.

About Point72

Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth. For more information, visit www.Point72.com/about.

The annual base salary range for this role is $250,000-$300,000 (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.