Quant Library Developer, Macro Technology

WHAT YOU’LL DO

• Lead the design, development, and evolution of a production C++ analytics library used across the our macro business
• Build and maintain pricing, calibration, curve construction, scenario, valuation, and risk analytics for macro products and related derivatives
• Extend the existing C++ analytics library and deliver major new components that improve architecture, performance, consistency, and long-term extensibility
• Translate quantitative models and analytical requirements into robust, high-performance, and maintainable C++ library components
• Partner with quantitative researchers, traders, risk users, and technology partners to understand requirements and deliver robust C++ library capabilities
• Provide technical judgment on library design, architecture, performance, interface design, and maintainability
• Contribute to releases, production support, and performance improvements for production analytics
• Investigate pricing and risk discrepancies and help resolve issues with senior technical judgment
• Mentor developers by sharing technical guidance when appropriate

WHAT’S REQUIRED

• 7+ years of experience developing and supporting production quantitative analytics libraries in macro, trading, risk, pricing, or related financial markets environments
• Deep expertise in modern C++, including C++20 or later, templates, generic programming, compile-time design, value semantics, ownership and lifetime management, interface design, and maintainable library patterns for large production C++ systems
• Experience designing high-performance, extensible, well-structured C++ libraries and interfaces for long-lived production systems
• Experience improving numerically or data-intensive systems through concurrency, asynchronous execution, memory layout, profiling, benchmarking, and scalable computation
• Proven ability to design stable interfaces with careful attention to versioning, backward compatibility, deprecation, and long-term maintainability
• High-level understanding of quantitative analytics concepts, including pricing, valuation, calibration, curve construction, scenarios, sensitivities, and risk
• Strong communication skills and the ability to collaborate effectively with quantitative researchers, traders, risk users, and technology partners
• 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
• Volunteer opportunities
• Support for employee-led affinity groups representing women, people of color and the LGBT+ community
• Mental and physical wellness programs
• Tuition assistance
• A 401(k) savings program with an employer match and more

ABOUT POINT72 Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth. For more information, visit https://point72.com/.