Quantitative Strategist, Macro Technology

Point72 is a firm that is reimagining the future of investing through its Technology team, which focuses on evolving IT infrastructure and engineering capabilities. The role involves designing and developing pricing and analytics tools for investment professionals, implementing pricing engines, and collaborating with investment professionals to translate trading ideas into quantitative analytics.

Responsibilities:

• Design and develop pre-trade pricing and analytics tools for investment professionals, supporting Rates and FX products
• Implement real-time pricing engines and historical pricing frameworks using market and trading data
• Develop analytics for historical curve construction, curve evolution, and relative value analysis
• Design, generate, and maintain large-scale derived macro datasets for trading analytics, ensuring consistency, performance, and reusability across workflows
• Build scenario analysis frameworks allowing investment professionals to define shocks and assess pricing and PnL impacts
• Integrate pricing, scenario, and backtesting analytics into research and trading workflows
• Develop scalable data pipelines for historical market data ingestion, normalization, storage, and retrieval
• Collaborate with investment professionals to translate trading ideas into quantitative analytics and tooling
• Contribute to the firm’s core analytics libraries and data architecture, with a focus on robustness, performance, and extensibility across asset classes