Point72, L.P. has an opening for a Quantitative Strategist, Macro Technology in New York, NY. This position is hybrid; may work up to 3 days per week from home.Analyze rates volatility market data sources. Write and support analytics to calibrate standard rates volatility skew models. Upgrade and improve pricing models. Deliver risk and scenario reports for rates volatility portfolios. Perform reconciliation analysis to support new model migration. Support Portfolio Managers. Build PM tools to support risk analysis, improve pre/post trade workflows.Must possess at least a master’s degree or equivalent in Theoretical Physics, Pure or Applied Mathematics, Electrical Engineering, Quantitative Finance or a related field and at least 4 years of experience as a Quantitative Modeler or Strategist at an investment bank derivative trading desk and/or Global Macro hedge fund. Must also possess the following: at least 4 years of experience with linear and non-linear rates modelling; at least 3 years of experience programming in any 2 of the following: .net/C#, C++, Python, R and/or Matlab; at least 1 year of experience with design and development of quantitative analytics libraries; and demonstrable experience/knowledge of stochastic calculus, PDEs and numerical methods.

Minimum Salary: 207000 Maximum Salary: 300000 Salary Unit: Yearly