Quantitative Strategist, Macro Technology

A Career with Point72’s Technology Team

As Point72 reimagines the future of investing, our Technology team is constantly evolving our firm’s IT infrastructure and engineering capabilities, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts who experiment and work to discover new ways to harness open-source solutions, modern cloud architectures, and sophisticated Artificial Intelligence (AI) solutions, while embracing enterprise agile methodologies. Our commitment to building and innovating in the AI space provides the framework intended to drive smarter decision making and enhance how we build and operate our platforms and applications.

As a member of Point72’s Technology team, we encourage and support your professional development from day one—helping you advance your technical skills, contribute innovative ideas, and satisfy your own intellectual curiosity—all while delivering real business impact for our multi-billion-dollar global business.

What you’ll do

• Improve FX skew modeling through interpolation techniques and event weights.
• Develop in-house models for FX exotics including best-of / worst-of structures, barriers, and dual digitals.
• Align non-linear FX and Rates models, including FX-Rates frameworks with stochastic rates and Local and Stoch Volatility models.
• Improve Volatility surface modeling and construction.
• Deliver robust, scalable analytics, combining real-time pricing, historical analysis, and scenario-based research capabilities.
• Design and develop pre-trade pricing and analytics tools for investment professionals, supporting Rates and FX products.
• Build scenario analysis frameworks allowing investment professionals to define shocks and assess pricing and PnL impacts.
• Collaborate with investment professionals to translate trading ideas into quantitative analytics and tooling.
• Contribute to the firm’s core analytics libraries and data architecture, with a focus on robustness, performance, and extensibility across asset classes.

What’s required

• Post-graduate degree in a quantitative discipline from a top-tier university.
• 12-15+ years of experience in FX Vol quant analytics and development at a top-tier bank or fund.
• Experience with FX and Rates exotic products.
• Proven experience building pre-trade analytics, trading pricing tools, and research platforms.
• Strong understanding of backtesting frameworks, historical analysis, and scenario-based research.
• Advanced programming skills in Python and C++.
• Strong communication skills and a demonstrated ability to work closely with business stakeholders.
• 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. When you work here, we provide:

• Fully-paid health care benefits
• Generous parental and family leave policies
• Mental and physical wellness programs
• Volunteer opportunities
• Non-profit matching gift program
• Support for employee-led affinity groups representing women, minorities and the LGBT+ community
• Tuition assistance
• A 401(k) savings program with an employer match and more

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. We’re inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. For more information, visit www.Point72.com/working-here

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. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.