Quantitative Strategist, Macro Data Analytics

Point72

New York, NY, United States
Base: $300,000-$350,000 usd; bonus/equity: discret...
On-site
Rates and fx products expertise
Pre-trade pricing and analytics tools
Real-time pricing engines
Design and develop pre-trade pricing and analytics tools for investment professionals, supporting Rates and FX products

Job Summary

  • Design and develop pre-trade pricing and analytics tools for investment professionals, supporting Rates and FX products.
  • Develop analytics for historical curve construction, curve evolution, and relative value analysis.
  • The annual base salary range for this role is $300,000-$350,000 (USD), which does not include discretionary bonus compensation or our comprehensive benefits package.

Matching Summary

Design and develop pre-trade pricing and analytics tools for investment professionals, supporting Rates and FX products.

Salary

Base: $300,000-$350,000 USD; Bonus/Equity: discretionary bonus compensation; Benefits: comprehensive benefits package

Skills & Requirements

Must-have

  • Rates and FX products expertise
  • Pre-trade pricing and analytics tools
  • Real-time pricing engines
  • Large-scale derived macro datasets
  • Scalable data pipelines
  • Python and C++ programming skills

Nice-to-have

  • Investor-led culture
  • Intellectual curiosity
  • Agile methodologies
  • Open-source solutions

Key Requirements

  • 12-15+ years experience
  • Post-graduate degree in quantitative discipline
  • Top-tier university education
  • Top-tier bank or fund experience
  • Cloud-based data platforms experience

Work Rights

Not specified

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