Senior C++ Quant Library Architect

Tradermath; New York (NY); Hybrid; USD 200,000 - 300,000; Full time

Benefits offered by this job

Health benefits

Parental leave

Volunteer opportunities

Affinity groups

Wellness programs

Tuition assistance

401(k) match

Job summary

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,

Qualifications

• 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.

Responsibilities

• 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.

Skills

C++20+

Quant analytics

High-performance libs

Concurrency

Versioning

Communication

Ethics

Job description

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,