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Quant Library Developer, Macro Technology

Quant Library Developer for Macro Technology at Point72.
Point72
On-Site
United States
USD 250,000 - 300,000
Job Description

Point72 is seeking a Quant Library Developer to join their Macro Technology team. This role involves building a new core analytics library and downstream tools to help price and analyze the risk of the macro business, including IR, FX, credit, commodity, equity, and mortgage securities. The developer will work with seasoned experts and contribute to a relatively new codebase.

Role Involves:

  • Writing code in Modern C++ and Python.
  • Extending the library to support new asset classes and pricing models.
  • Building systems and tools, including APIs and an Excel add-in.
  • Following a robust SDLC process.
  • Participating in code reviews, testing, and debugging.
  • Collaborating with quants, traders, and other developers.

Requirements:

  • 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 and a passion for crafting quality applications.
  • Interest in financial products and trading.
  • Commitment to the highest ethical standards.

What Point72 Offer:

  • 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 and more.
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Point72

Point72 is a global alternative investment firm employing fundamental and systematic investing strategies across diverse asset classes and geographies. The company focuses on delivering superior returns for its investors, supported by a technology group that enhances IT infrastructure and embraces open-source solutions and agile methodologies. Point72 cultivates an investor-led culture, prioritizing innovation and attracting top talent while investing in employee growth, well-being, and career development.

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