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Quant Library Developer, Macro Technology

Point72
Posted 2 weeks ago

LOCATION

United States · Onsite

EXPERIENCE

7+ Years

SALARY

$200K - $300K /year

SKILLS REQUIRED

Pythonapi designQuantitative FinancePerformance OptimizationC++gRPCProtocol BuffersExcel

Job description

Overview

Help design, develop and evolve a Python-based analytics platform used across Point72's macro business, including the APIs and user-facing interfaces that expose pricing, calibration, curve construction, scenario, valuation and risk analytics.

What you'll do

  • Help design, develop, and evolve a Python-based analytics platform used across our macro business.
  • Shape Python APIs and user-facing interfaces that provide access to pricing, calibration, curve construction, scenario, valuation, and risk analytics across macro products and related derivatives.
  • Design and deliver robust service interfaces and APIs that connect users, applications, and downstream systems to production analytics capabilities.
  • Build and maintain analytics workflows, ensuring traders, quantitative researchers, and risk users can access analytics through practical, reliable, and well-designed spreadsheet interfaces.
  • Work closely with quantitative researchers, traders, risk users, and technology partners to understand workflows, translate requirements into clean platform capabilities, and improve how users interact with analytics.
  • Partner with C++ analytics engineers and quantitative developers to expose production analytics through stable Python APIs, services, and front-end integration points.
  • Offer technical expertise on API design, service architecture, interface design, performance, reliability, and long-term maintainability.
  • Contribute to releases, production support, performance improvements, and the investigation of analytics, integration, pricing, or risk discrepancies.
  • Provide technical guidance and mentorship to developers when appropriate.

What you'll need

  • 7+ years of experience developing and supporting production Python platforms, APIs, services, or analytics applications in macro, trading, risk, pricing, or related financial markets environments.
  • Experience building or integrating with service-oriented platforms, including practical exposure to gRPC, Protocol Buffers, service contracts, versioning, backward compatibility, and production service support.
  • Strong Excel skills, including experience supporting business-critical spreadsheet workflows for trading, risk, analytics, pricing, or related financial markets use cases.
  • Experience integrating Python applications with lower-level analytics libraries, services, data platforms, or other production systems.
  • High-level understanding of quantitative analytics concepts such as pricing, valuation, calibration, curve construction, scenarios, sensitivities, and risk, with the ability to work closely with quantitative researchers on model-driven requirements.
  • Experience improving the performance and reliability of data-intensive or analytics-driven Python systems, including profiling, caching, asynchronous execution, scalable computation, and production troubleshooting.
  • Strong communication skills and the ability to collaborate effectively with quantitative researchers, traders, risk users, and technology partners.
  • Commitment to the highest ethical standards.

Details

  • Location: United States.
  • Annual base salary range: $200,000-$300,000 (USD), excluding discretionary bonus and benefits; actual offer may vary based on location, experience, education and/or skill level.

Read the full description and apply on the company’s own careers page.

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Quant Library Developer, Macro Technology