Point72 · 19 hours ago
Quantitative Strategist, Macro Technology
New York
Full-time
Onsite
Senior Level, Lead/Staff
$300K/yr - $350K/yr
12+ years expPoint72 Asset Management is a global firm focused on investing in multiple asset classes and strategies. The Quantitative Strategist role involves enhancing interest rate curve construction methodologies, developing pricing tools, and providing robust analytics for investment professionals in the Rates and FX markets.
Asset ManagementFinanceFinancial Services
Responsibilities
Enhance and extend interest rate curve construction and bootstrapping methodologies for swaps and cash instruments across Developed and Emerging Markets
Advance linear FX analytics, including consistent treatment of FX OIS discounting, basis, and turn adjustments
Deliver robust, scalable analytics combining real-time pricing, historical valuation, and scenario-based research
Design and build pre-trade pricing and analytics tools for investment professionals, covering linear Rates and FX products
Develop scenario analysis frameworks enabling investment professionals to define market and curve shocks and assess pricing, risk, and PnL impacts
Develop relative value, carry, roll-down, and cross-market analytics for linear Rates and FX strategies
Define and maintain robust market data handling, validation, and historical consistency for Rates and FX analytics
Work closely with investment professionals to translate trading ideas and relative-value views 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
Qualification
Required
Post-graduate degree in a quantitative discipline from a top-tier university
12–15 years of experience in Rates and FX quantitative analytics and development at a top-tier investment bank or hedge fund
Deep expertise in interest rate curve construction, including risk-free and term rates, multi-curve frameworks, and optimization-based curve bundle construction
Strong understanding of collateralized products, discounting frameworks, and curve modeling under CSA/OIS conventions
Experience across linear Rates, cash and derivative securities, and FX products
Proven track record in building pre-trade analytics, pricing tools, and research platforms for investment professionals
Proven experience in bond futures modeling, including embedded optionality, and hands-on work in bond relative value analysis and trading analytics
Solid understanding of backtesting frameworks, historical analysis, and scenario-based research methodologies
Advanced programming skills in Python and C++, with experience developing production-quality analytics libraries
Strong communication skills and demonstrated ability to work closely with business stakeholders
Commitment to the highest ethical standards
Benefits
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
Company
Point72
Point72 invests in multiple asset classes and strategies worldwide.
1001-5000 employees
H1B Sponsorship
Point72 has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (64)
2024 (42)
2023 (48)
2022 (35)
2021 (42)
2020 (34)
Funding
Current Stage
Late StageTotal Funding
$45.17M2012-06-15Series Unknown· $45.17M
Leadership Team
Nanssia Fragoudaki
Chief Operating Officer for Technology
S
Sam Wadhams
Senior Manager, Corporate Communications
Recent News
2026-02-03
2026-01-15
Company data provided by crunchbase