Software Engineer, Macro Quant Analytics

New Yesterday

What you ’ll do As part of our Macro Technology team, you will work with and learn from seasoned experts to support a complex global business. Specifically, you will: Use Modern C++ and Python to build and extend our core analytics library to support new asset classes and pricing models. Write systems and tools built on the core analytics library including APIs and an Excel add-in. Collaborate with quants, traders, and other developers to understand technical requirements and deliver solutions that meet business needs. Follow a robust SDLC process and participate in code reviews, testing, debugging to ensure high- quality software delivery. Contribute ideas to team discussions on data modeling, software design, and more.
What’s required
5+ years of experience in C++ and Python development. Strong knowledge of interest rates and foreign exchange pricing models and the fixed income markets. Comfortable working in both Linux and Windows environments. Experience working on high performance multithreaded systems. Strong communication skills. Passion for crafting quality applications. Demonstrated interest in financial products and trading. 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. t The annual base salary range for this role is $245,000-$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.
The annual base salary range for this role is $245,000-$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.
Location:
Manhattan