Quantitative Strategist, Macro Technology
Company: Point72
Location: New York City
Posted on: April 1, 2026
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Job Description:
A Career with Point72’s Technology Team 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 forefront 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
Enhance and extend interest rate curve construction and
bootstrapping methodologies for swaps and cash instruments across
Developed and Emerging Markets. Advance linear FX analytics,
including consistent treatment of FX OIS discounting, basis, and
turn adjustments. Deliver robust, scalable analytics combining
real-time pricing, historical valuation, and scenario-based
research. Design and build pre-trade pricing and analytics tools
for investment professionals, covering linear Rates and FX
products. Develop scenario analysis frameworks enabling investment
professionals to define market and curve shocks and assess pricing,
risk, and PnL impacts. Develop relative value, carry, roll-down,
and cross-market analytics for linear Rates and FX strategies.
Define and maintain robust market data handling, validation, and
historical consistency for Rates and FX analytics. Work closely
with investment professionals to translate trading ideas and
relative-value views into quantitative analytics and tooling.
Contribute to the firm’s core analytics libraries and data
architecture, with a focus on robustness, performance, and
extensibility across asset classes. What’s required Post-graduate
degree in a quantitative discipline from a top-tier university.
12–15 years of experience in Rates and FX quantitative analytics
and development at a top-tier investment bank or hedge fund. Deep
expertise in interest rate curve construction, including risk-free
and term rates, multi-curve frameworks, and optimization-based
curve bundle construction. Strong understanding of collateralized
products, discounting frameworks, and curve modeling under CSA/OIS
conventions. Experience across linear Rates, cash and derivative
securities, and FX products. Proven track record in building
pre-trade analytics, pricing tools, and research platforms for
investment professionals. Proven experience in bond futures
modeling, including embedded optionality, and hands-on work in bond
relative value analysis and trading analytics Solid understanding
of backtesting frameworks, historical analysis, and scenario-based
research methodologies. Advanced programming skills in Python and
C++, with experience developing production-quality analytics
libraries. Strong communication skills and demonstrated ability to
work closely with business stakeholders 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: Fully-paid health care benefits Generous
parental and family leave policies Mental and physical wellness
programs Volunteer opportunities Non-profit matching gift program
Support for employee-led affinity groups representing women,
minorities and the LGBT community Tuition assistance A 401(k)
savings program with an employer match and more About Point72
Point72 Asset Management is a global firm led by Steven Cohen that
invests in multiple asset classes and strategies worldwide. Resting
on more than a quarter-century of investing experience, we seek to
be the industry’s premier asset manager through delivering superior
risk-adjusted returns, adhering to the highest ethical standards,
and offering the greatest opportunities to the industry’s brightest
talent. We’re inventing the future of finance by revolutionizing
how we develop our people and how we use data to shape our
thinking. For more information, visit www.Point72.com/working-here
The annual base salary range for this role is $300,000-$350,000
(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.
Keywords: Point72, East Orange , Quantitative Strategist, Macro Technology, Accounting, Auditing , New York City, New Jersey