full-time
Quant Library Developer, Macro Technology
Point72
- Employer
- Point72
- Location
- New York
- Working pattern
- on-site
- Salary
- $200,000–$300,000 / year
About the role
Lead the design and development of a production C++ analytics library for macro products, including pricing, valuation, and risk analytics. Collaborate with quantitative researchers and traders to translate analytical requirements into high-performance, maintainable library components. Requires over 7 years of experience developing production quantitative analytics libraries in financial markets with deep expertise in modern C++ (C++20 or later). Candidates must have a strong understanding of quantitative concepts like calibration and sensitivities, along with proven ability to design scalable, high-performance systems.