2 months ago
Base Salary
$200k - $300k/yr
Responsibilities
- Lead the design, development, and evolution of a production C++ analytics library used across the macro business.
- Build and maintain pricing, calibration, curve construction, scenario, valuation, and risk analytics for macro products and related derivatives.
- Extend the library with components that improve architecture, performance, consistency, and long-term extensibility.
- Translate quantitative models and analytical requirements into robust, high-performance, maintainable C++ components.
- Partner with quantitative researchers, traders, risk users, and technology partners to understand requirements and deliver library capabilities.
- Provide technical judgment on library design, architecture, performance, interface design, and maintainability.
- Contribute to releases, production support, and performance improvements.
- Investigate pricing and risk discrepancies and help resolve issues.
- Mentor developers through technical guidance when appropriate.
Requirements
- 7+ years of experience developing and supporting production quantitative analytics libraries in macro, trading, risk, pricing, or related financial markets environments.
- Deep expertise in modern C++, including C++20 or later, templates, generic programming, compile-time design, value semantics, ownership and lifetime management, interface design, and maintainable library patterns.
- Experience designing high-performance, extensible, well-structured C++ libraries and interfaces for long-lived production systems.
- Experience improving numerically or data-intensive systems through concurrency, asynchronous execution, memory layout, profiling, benchmarking, and scalable computation.
- Experience designing stable interfaces with attention to versioning, backward compatibility, deprecation, and long-term maintainability.
- High-level understanding of quantitative analytics concepts including pricing, valuation, calibration, curve construction, scenarios, sensitivities, and risk.
- Strong communication and collaboration skills with quantitative researchers, traders, risk users, and technology partners.
- Commitment to the highest ethical standards.
Benefits
- Fully paid health care benefits.
- Generous parental and family leave policies.
- Volunteer opportunities and support for employee-led affinity groups.
- Mental and physical wellness programs.
- Tuition assistance.
- 401(k) savings program with an employer match.
About Point72
Point72 is a global alternative investment firm that deploys fundamental and systematic strategies across equities and other asset classes for institutional and qualified investors. The firm earns management and performance fees and also invests partner capital. Founded in 2014 by Steven A. Cohen and headquartered in Stamford, Connecticut, it operates a multi-manager platform with offices worldwide and a large in-house technology organization supporting research, trading, data, and risk.