Senior C++ Quant Analytics Library Lead

Point72 Asset Management, L.P; Greater London; Hybrid; GBP 148,000 - 222,000; Full time

Benefits offered by this job

Health care benefits

Parental leave

Wellness programs

Volunteer opportunities

Non-profit matching gifts

Affinity groups

Tuition assistance

401(k) plan

Job summary

Point72 is seeking a Senior C++ Quant Analytics Engineer to join our Technology team in London. You will design, develop, and extend a production C++ analytics library used across our macro business to deliver pricing, calibration, curve construction, scenarios, valuation, and risk analytics.

This role demands deep C++ expertise (C++20 or later), strong experience with large-scale production systems, and the ability to collaborate with quantitative researchers, traders and risk users.

Qualifications

• 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

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

Skills

C++20

Templates

Concurrency

Interface design

High-performance C++

Quant analytics

Job description

Point72 is seeking a Senior C++ Quant Analytics Engineer to join our Technology team in London. You will design, develop, and extend a production C++ analytics library used across our macro business to deliver pricing, calibration, curve construction, scenarios, valuation, and risk analytics.

This role demands deep C++ expertise (C++20 or later), strong experience with large-scale production systems, and the ability to collaborate with quantitative researchers, traders and risk users.