Software Engineer, Macro Quant Analytics

Point72 Asset Management, L.P; London; On-site; GBP 60,000 - 120,000; Full time

Job summary

An established industry player is seeking a talented developer to join their Macro Technology team. This role involves building high-performance financial analytics tools and libraries using C++ and Python, while collaborating with experts in finance and technology. You will contribute to innovative projects that directly impact investment decisions, ensuring high-quality software delivery through a robust development process. With a commitment to professional growth and a supportive culture, this opportunity offers a chance to work at the forefront of financial technology.

Benefits

Private Medical Insurance

Dental Insurance

Generous parental leave

Volunteer opportunities

Mental wellness programmes

Tuition assistance

Non-contributory pension

Qualifications

• 5+ years of experience in C++ and Python development.
• Strong knowledge of IR and FX pricing models.

Responsibilities

• Help build a new core analytics library and tools for pricing and risk analysis.
• Collaborate with quants and traders to deliver business solutions.

Skills

C++

Python

C#

High-performance distributed software

Communication skills

Financial products knowledge

Multithreaded systems

Tools

Excel add-ins

Linux

Windows

Job description

A Career with Point72’s Technology Team

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.

The Macro Quant Analytics team is responsible for building in-house financial analytics and a distributed platform to disseminate information tracking the global market. We seek to build world class tools for macro portfolio managers, that play a core role in their investment decision making processes.

What you’ll do

As part of our Macro Technology team, you will work with and learn from seasoned experts to support a complex global business. Specifically, you will: Help build a new core analytics library and downstream tools that help various parts of the business price and analyze the risk of the macro business including IR, FX, credit, commodity, equity, and mortgage securities

Write code in python and Modern C++ to help build and extend the library to support new asset classes and pricing models

Help write systems and tools on top of that library including APIs and an Excel add-in

Collaborate with quants, traders, and other developers to understand requirements and deliver solutions that meet business needs

Follow a robust SDLC process that includes code coverage requirements, code review, monitoring, and support.Participate in code reviews, testing, and debugging to ensure high-quality software delivery

Contribute your ideas to team discussions on data modeling, software design, and more

What’s required

• Experience building high-performance distributed software in the cloud with C#.
• 5+ years of experience in C++ and Python development.
• Strong knowledge of IR and FX pricing models and the fixed income markets.
• Comfortable working in both Linux and Windows environments
• Experience building Excel add-ins.
• Experience working on high performance multithreaded systems
• Strong communication skills
• A passion for crafting quality applications
• A demonstrated interest in financial products and trading
• A 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:
• Private Medical and Dental Insurances
• Generous parental and family leave policies
• Volunteer opportunities
• Support for employee-led affinity groups representing women, people of colour and the LGBQT+ community
• Mental and physical wellness programmes
• Tuition assistance
• Non-contributory pension 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 industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth. For more information, visitwww.Point72.com/about.