Quantitative Strategist, Treasury Quant Strategy

Job Description

Point72 is seeking a Quantitative Strategist to join their Treasury Analytics team. This role involves optimizing capital utilization through best-in-class datasets, models, and processes across various asset types. The strategist will collaborate with Central Funding, Repo, and other Technology Teams to enhance the firm’s financing capabilities.

• Developing, implementing, and maintaining quantitative models for cash management, liquidity risk, and foreign exchange risk.
• Partnering with teams to improve financing capabilities.
• Contributing quantitative solutions to a shared repository.
• Designing and broadening Treasury’s data platform.
• Modeling and optimizing margin across a variety of products.
• Building tools for exploring complex data sets.
• Calculating key treasury metrics and providing quantitative leadership.

Key requirements include:

• A PhD in a quantitative field (Mathematics, Statistics, or Engineering) with 3+ years of relevant experience, or a Master’s degree with 5+ years of experience.
• Experience contributing to a shared repository (git).
• Strong finance background or interest in financial markets.
• Proficiency in Python and quantitative libraries such as Pandas, PyTorch, and NumPy.
• Commitment to ethical standards.

Point72 offers :

• Fully-paid health care benefits.
• Generous parental and family leave policies.
• Volunteer opportunities.
• Support for employee-led affinity groups.
• Mental and physical wellness programs.
• Tuition assistance.
• A 401(k) savings program with an employer match.