NYC Staffing
Quantitative Strategist, Macro Technology
NYC Staffing, New York, New York, United States, 10001
Quantitative Strategist, Macro Technology
Point72, L.P. has an opening for a Quantitative Strategist, Macro Technology in New York, NY. This position is hybrid, may work at home up to 2 days per week, as permitted. Deliver quant analytics into the overall technology stack for Point72's Global Macro business. Work in .net/C#, Python, SQL and Excel to design and implement rate curve fitting algorithms and configuration for G10 and EM curves, rate volatility analytics and bond, bond futures and repos PnL/Carry tools and reports. Work closely with the Rates Portfolio Managers in the Macro business, providing advice and support daily. Must possess at least a master's degree or equivalent in Financial Engineering, Theoretical Physics, Pure or Applied Mathematics, Electrical Engineering, or other related quantitative discipline and at least 5 years of experience as a Quantitative Modeler or Strategist or in a related role at an investment bank derivatives trading desk, FinTech company and/or Global Macro hedge fund. Must also possess the following: at least 5 years of experience in linear and non-linear rates modelling; at least 5 years of experience with C++, Python, F#, R, .net/C# and/or Matlab; at least 3 years of experience in trading and risk management systems; demonstrable experience with stochastic calculus, PDEs, and numerical methods; and demonstrable experience with industry standard fixed income pricing/risk models. Minimum Salary: 263000 Maximum Salary: 375000 Salary Unit: Yearly
Point72, L.P. has an opening for a Quantitative Strategist, Macro Technology in New York, NY. This position is hybrid, may work at home up to 2 days per week, as permitted. Deliver quant analytics into the overall technology stack for Point72's Global Macro business. Work in .net/C#, Python, SQL and Excel to design and implement rate curve fitting algorithms and configuration for G10 and EM curves, rate volatility analytics and bond, bond futures and repos PnL/Carry tools and reports. Work closely with the Rates Portfolio Managers in the Macro business, providing advice and support daily. Must possess at least a master's degree or equivalent in Financial Engineering, Theoretical Physics, Pure or Applied Mathematics, Electrical Engineering, or other related quantitative discipline and at least 5 years of experience as a Quantitative Modeler or Strategist or in a related role at an investment bank derivatives trading desk, FinTech company and/or Global Macro hedge fund. Must also possess the following: at least 5 years of experience in linear and non-linear rates modelling; at least 5 years of experience with C++, Python, F#, R, .net/C# and/or Matlab; at least 3 years of experience in trading and risk management systems; demonstrable experience with stochastic calculus, PDEs, and numerical methods; and demonstrable experience with industry standard fixed income pricing/risk models. Minimum Salary: 263000 Maximum Salary: 375000 Salary Unit: Yearly