Currently we're investigating a bug where the answers are not recorded properly. If you encounter this bug, please email us at rfqjobs@gmail.com.
Quantitative Strategist, Macro Technology
(more about Point72)
This job posting has been archived.
Unfortunately Point72 has archived this job posting, they are no longer accepting applications.

Quantitative Strategist, Macro Technology

Job Title

Quantitative Strategist, Macro Technology

A Career with Point72’s Technology Team

As Point72 reimagines the future of investing, our Technology group is constantly improving our company’s IT infrastructure, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts experimenting, discovering new ways to harness the power of open source solutions, and embracing enterprise agile methodology. We encourage professional development to ensure you bring innovative ideas to our products while satisfying your own intellectual curiosity.

Over the past two years, we have seen significant investment in the technology team, focused on the transformation of the Firm’s technology organization, into a world-class, cloud-first, technology group. During this time, the Global Macro business has expanded, and as a result, we are building a combined quant and technology team dedicated to Macro. This is a fantastic opportunity to join an exceptional team, in a major growth phase. We are looking for problem solvers who are passionate about delivering best in class technology. 

What you’ll do

You will join the team focused on delivering quant analytics into a new Global Macro risk platform. Working in .net/C#, but also leveraging Python, SQL, and Excel you will design and implement analytics for:

  • P&L risk decomposition
  • Scenario calculations
  • Historical risk and market data analysis
  • Internal VaR model development
  • What-if tools for risk analysis

What’s required

We’re looking for an experienced quantitative modeler or strategist with strong mathematical and abstract problem-solving ability, a profound understanding of the nature of complex financial portfolio risk, and rigorous coding abilities. Specifically, you will need:

  • Graduate degree or undergraduate degree in theoretical physics, pure or applied mathematics, electrical engineering, or quantitative finance
  • 5 years of demonstrably successful professional experience as a quantitative modeler or strategist on a top tier investment bank derivatives trading desk and/or leading Global Macro hedge fund
  • Specific expertise in risk analytics (scenarios, P&L decomposition, VaR models)
  • Our system is predominantly implemented in .net/C#, but ad-hoc studies might be requested in other languages such as C++, Python, F#, R or Matlab. Professional-level familiarity with at least one of these languages is essential, as well as the desire (and ability) to learn the .net framework and meta-programming
  • In addition to being comfortable and effective around investment professionals and senior management, success in the role will require natural adhesion to Macro Tech team work ethic, quality standards, and commitment to technical rigor while keeping delivery schedules, transparency, and reliability
  • 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:

  • Sports card
  • Private life insurance
  • Private medical and dental care, with vision allowance
  • Private pension scheme
  • Volunteer opportunities
  • Support for employee-led affinity groups representing women, people of color and the LGBT+ community
  • Business travel accident insurance
  • Employee assistance program
  • Educational assistance reimbursement

 

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.

Our Warsaw office gives us access to world-class talent with a reputation for excellence and innovation. We’re looking to build an office of subject-matter experts whose fresh perspectives will help evolve our infrastructure and advance the capabilities of our teams. Learn more at http://point72.com/Warsaw