Senior C++ Quant Analytics Library Architect

Point72; New York (NY); On-site; USD 200,000 - 300,000; Full time

Benefits offered by this job

Fully-paid health care benefits

Generous parental leave

Mental and physical wellness programs

Volunteer opportunities

Non-profit matching gifts

Employee affinity groups

Tuition assistance

401(k) with employer match

Job summary

Point72 is seeking an experienced technologist to lead the design, development, and evolution of a production C++ analytics library used across the macro business. The role focuses on building and maintaining pricing, calibration, curve construction, scenario, valuation, and risk analytics for macro products and derivatives.

You will extend the existing C++ analytics library, deliver major new components, and collaborate with researchers, traders, risk users, and technology partners to ensure

Qualifications

• 7+ years of experience in production quantitative analytics libraries for macro, trading, risk, or related financial markets environments.
• Deep expertise in modern C++, including C++20 or later, templates, generic programming, 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.
• Knowledge of pricing, valuation, calibration, curve construction, scenarios, sensitivities, and risk concepts.

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 to improve architecture and performance.
• Mentor developers by sharing technical guidance and best practices.

Tools

C++20+

High-performance libraries

Concurrency

API design

Quant analytics

Job description

Point72 is seeking an experienced technologist to lead the design, development, and evolution of a production C++ analytics library used across the macro business. The role focuses on building and maintaining pricing, calibration, curve construction, scenario, valuation, and risk analytics for macro products and derivatives.

You will extend the existing C++ analytics library, deliver major new components, and collaborate with researchers, traders, risk users, and technology partners to ensure