Quant Library Developer, Macro Technology

About the role

As Point72 reimagines the future of investing, our Technology team is constantly evolving the firm’s IT infrastructure and engineering capabilities, positioning us at the forefront of a rapidly changing technology landscape. We experiment with 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 drives smarter decision-making and enhances how we build and operate our platforms and applications. Point72’s Technology team supports your professional development from day one—helping you advance your technical skills, contribute innovative ideas, and satisfy your intellectual curiosity—all while delivering real business impact for our multi-billion-dollar global business.

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 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

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 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

Benefits

• Fully-paid health care benefits
• Generous parental and family leave policies
• Mental and physical wellness programs
• Volunteer opportunities
• Non-profit matching gift program
• Support for employee-led affinity groups representing women, minorities and the LGBT+ community
• Tuition assistance
• A 401(k) savings program with an employer match

Pay

The annual base salary range for this role is $200,000–$300,000 (USD), which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from the posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.