Quant Library Developer, Macro Technology Cubist (Point72) · New York; London, United States 14 hours ago

Tradermath; New York (NY); Hybrid; USD 200.000 - 300.000; Vollzeit

Benefits dieser Stelle

Health benefits

Parental leave

Volunteer opportunities

Affinity groups

Wellness programs

Tuition assistance

401(k) match

Zusammenfassung

Point72 is seeking a senior C++ analytics library engineer in New York to lead the design, development, and evolution of a production-quality analytics library used across our macro business. You will build pricing, calibration, curve construction, scenarios, valuation, and risk analytics for macro products and related derivatives, extending the library for performance and long-term extensibility.

You will translate quantitative models into robust C++ components, collaborate with researchers,

Qualifikationen

• 7+ years of experience developing 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, and maintainable library patterns.

Aufgaben

• Lead design, development, and evolution of a production C++ analytics library used across the macro business.
• Build pricing, calibration, curve construction, scenario, valuation, and risk analytics for macro products and related derivatives.
• Extend the analytics library and deliver major new components for architecture, performance, and extensibility.
• Translate models and requirements into robust C++ library components.
• Collaborate with researchers, traders, risk users, and tech partners to deliver library capabilities.
• Mentor developers and contribute to releases and production support.

Kenntnisse

C++20+

Quant analytics

High-performance libs

Concurrency

Versioning

Communication

Ethics

Jobbeschreibung

As Point72 reimagines the future of investing, our Technology team is constantly evolving our firm’s IT infrastructure and engineering capabilities, positioning us at the front-line of a rapidly evolving technology landscape. We’re 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 Point72’s Technology team, we encourage and support your professional development from day one—helping you advance your technical skills, contribute innovative ideas, and satisfy your own intellectual curiosity—all while delivering real business impact for our multi-billion-dollar global business.

WHAT YOU’LL 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

WHAT’S 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 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

WE TAKE CARE OF OUR PEOPLE

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 industry's brightest talent by cultivating an investor-led culture and committing to our people's long-term growth. For more information, visit https://point72.com/.

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 posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.