Point72 manages investments through discretionary, quantitative and private equity strategies.
Quant Library Developer, Macro Technology
Point72 is looking for a C++ quantitative library developer to join its Technology team in London. The role involves designing and developing a production analytics library for macro activities, including valuation, calibration, scenarios and risk management. At least 7 years of experience developing production quantitative libraries is required, along with deep expertise in modern C++.
Information about Point72
- Official domain
- point72.com
- Open jobs
- 29
Job details
The full description published by Point72.
Description de l’offre
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
- 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 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
- 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.
Requirements
- Strong communication skills
- Commitment to the highest ethical standards
Benefits mentioned
- Fully-paid health care benefits
- Generous parental and family leave policies
- Volunteer opportunities
- Mental and physical wellness programs
- Tuition assistance
- A 401(k) savings program with an employer match
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