Point72 Asset Management, L.P
Quantitative Analyst, Global Macro
Point72 Asset Management, L.P, New York, New York, us, 10261
Role:
Quant analyst for a discretionary macro team focused on rates.
Responsibilities:
Build innovative tools and conduct in-depth data analysis and research to identify market trends, anomalies, and potential alpha-generating opportunities in developed rates markets Develop systematic models and assist with strategy research for discretionary macro investing process Develop custom data visualization tools for trading analysis to support the PM Develop custom interest rate curve pricing models Systemize execution processes for efficiency and transaction cost minimization
Requirements:
3-5 years of relevant financial services experience in quant research or development on a sell-side trading desk or hedge fund Understanding of interest rate curve building (either swaps or bonds). Understanding of modern techniques for OIS/Libor swap rate curve building desirable. Understanding/ experience analyzing US Treasury and/or European government bond markets preferred Strong proficiency in Python programming and data manipulation libraries and experience dealing with datasets (e.g., Pandas, NumPy, SciPy) Experience with Dash/Plotly or other visualization software highly desirable Experience with database programming languages (e.g. kdb, SQL) Strong knowledge of MS Excel (especially using real-time data) Strong knowledge of statistics and/or econometrics to perform back-testing Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail Ability to think creatively Curiosity and eagerness to learn, self-motivated and proactive attitude. Willingness to grow professionally Commitment to the highest ethical standards
The annual base salary range for this role is $150,000-$200,000 (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.
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Quant analyst for a discretionary macro team focused on rates.
Responsibilities:
Build innovative tools and conduct in-depth data analysis and research to identify market trends, anomalies, and potential alpha-generating opportunities in developed rates markets Develop systematic models and assist with strategy research for discretionary macro investing process Develop custom data visualization tools for trading analysis to support the PM Develop custom interest rate curve pricing models Systemize execution processes for efficiency and transaction cost minimization
Requirements:
3-5 years of relevant financial services experience in quant research or development on a sell-side trading desk or hedge fund Understanding of interest rate curve building (either swaps or bonds). Understanding of modern techniques for OIS/Libor swap rate curve building desirable. Understanding/ experience analyzing US Treasury and/or European government bond markets preferred Strong proficiency in Python programming and data manipulation libraries and experience dealing with datasets (e.g., Pandas, NumPy, SciPy) Experience with Dash/Plotly or other visualization software highly desirable Experience with database programming languages (e.g. kdb, SQL) Strong knowledge of MS Excel (especially using real-time data) Strong knowledge of statistics and/or econometrics to perform back-testing Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail Ability to think creatively Curiosity and eagerness to learn, self-motivated and proactive attitude. Willingness to grow professionally Commitment to the highest ethical standards
The annual base salary range for this role is $150,000-$200,000 (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.
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