Software Engineer, Macro Quant Analytics

About the position

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.

Responsibilities

• Use Modern C++ and Python to build and extend our core analytics library to support new asset classes and pricing models.
• Write systems and tools built on the core analytics library including APIs and an Excel add-in.
• Collaborate with quants, traders, and other developers to understand technical requirements and deliver solutions that meet business needs.
• Follow a robust SDLC process and participate in code reviews, testing, debugging to ensure high-quality software delivery.
• Contribute ideas to team discussions on data modeling, software design, and more.

Requirements

• 5+ years of experience in C++ and Python development.
• Strong knowledge of interest rates and foreign exchange pricing models and the fixed income markets.
• Comfortable working in both Linux and Windows environments.
• Experience working on high performance multithreaded systems.
• Strong communication skills.
• Passion for crafting quality applications.
• Demonstrated interest in financial products and trading.
• Commitment to the highest ethical standards.

Benefits

• 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