Quantitative Strategist, Macro Technology

Point72

Singapore, Singapore
On-site
Macro quantitative analytics
Rates and fx products
Pre-trade pricing and analytics tools
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, and build scenario analysis frameworks.
  • Collaborate with investment professionals to translate trading ideas into quantitative analytics and tooling, contributing to core analytics libraries.

Matching Summary

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

Skills & Requirements

Must-have

  • macro quantitative analytics
  • Rates and FX products
  • pre-trade pricing and analytics tools
  • real-time pricing engines
  • large-scale derived macro datasets
  • Python and C++ programming
  • cloud-based data platforms

Nice-to-have

  • professional development support
  • intellectual curiosity
  • AI solutions experimentation
  • enterprise agile methodologies

Key Requirements

  • Post-graduate degree in quantitative discipline
  • 12-15+ years of experience
  • top-tier bank or fund experience
  • linear Rates and FX products expertise
  • backtesting frameworks experience
  • data engineering and analytics proficiency
  • cloud platforms experience (AWS, GCP, Azure)

Work Rights

Not specified

Tailored Resume

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