Quant Library Developer, Macro Technology

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
Lead the design development and evolution of a production C analytics library used across the our macro business
Build and maintain pricing calibration curve construction scenario valuation and risk analytics for macro products and related derivatives
Extend the existing C analytics library and deliver major new components that improve architecture performance consistency and long-term extensibility
Translate quantitative models and analytical requirements into robust high-performance and maintainable C library components
Partner with quantitative researchers traders risk users and technology partners to understand requirements and deliver robust C library capabilities
Provide technical judgment on library design architecture performance interface design and maintainability
Contribute to releases production support and performance improvements for production analytics
Investigate pricing and risk discrepancies and help resolve issues with senior technical judgment
Mentor developers by sharing technical guidance when appropriate
WHATS REQUIRED
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 C20 or later templates generic programming compile-time design value semantics ownership and lifetime management interface design and maintainable library patterns for large production C systems
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
Proven ability to design stable interfaces with careful 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 skills and the ability to collaborate effectively with quantitative researchers traders risk users and technology partners
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 industrys brightest talent by cultivating an investor-led culture and committing to our peoples long-term growth. For more information visit annual base salary range for this role is $200000-$300000 (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.