Quant Analyst, Treasury Quant Strategy

Job Title

Quantitative Analyst, Treasury Analytics

Summary

You will be part of the Quant team that develops models and analytics for the Treasury department. We have assembled a team of mathematicians, quantitative strategists, software developers and DevOps engineers to develop an ecosystem of services that transform and optimize data from hundreds of sources to deliver actionable insights to the business.

A Career with Point72’s Technology Team

As Point72 reimagines the future of investing, our Technology group is constantly improving our company’s IT infrastructure, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts experimenting, discovering new ways to harness the power of open source solutions, and embracing enterprise agile methodology. We encourage professional development to ensure you bring innovative ideas to our products while satisfying your own intellectual curiosity.

What you’ll do

As a quantitative analyst on our Treasury Analytics team, you will be responsible for all quantitative aspects of margin modeling to improve optimization capabilities.

• Develop, implement, and maintain quantitative models for the Treasury function, including but not limited to models for cash management, liquidity risk, and foreign exchange risk
• Collaborate with Treasury to define and implement hedging strategies
• Build a modern quantitative library and design data architecture margin data sets
• Model and optimize margin requirements across a variety of products
• Build tools for exploring complex data sets and identifying hidden explanatory or predictive factors
• Monitor and report on key treasury metrics, providing insights and recommendations

What’s required

We are looking for someone with strong analytical background and interest in quantitative finance

• Advanced degree such as MSc or PhD in a quantitative field
• Excellent knowledge of quantitative finance
• Experience in optimization from theoretical and implementation standpoint
• Proficiency in Python and quantitative libraries
• Previous industry experience within financing, treasury or prime brokerage
• 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. We want you to concentrate on success and leave the rest to us. When you work here, we provide:

• Sports card
• Private life insurance
• Private medical and dental care, with vision allowance
• Private pension scheme
• Volunteer opportunities
• Support for employee-led affinity groups representing women, people of color and the LGBTQ+ community
• Business travel accident insurance
• Employee assistance program
• Educational assistance reimbursement

About Point72
Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. Resting on more than a quarter-century of investing experience, we seek to be the industry’s premier asset manager through delivering superior risk-adjusted returns, adhering to the highest ethical standards, and offering the greatest opportunities to the industry’s brightest talent.
Our Warsaw office gives us access to world-class talent with a reputation for excellence and innovation. We’re looking to build an office of subject-matter experts whose fresh perspectives will help evolve our infrastructure and advance the capabilities of our teams. Learn more at Point72.com/Warsaw.