Quantitative Developer for a new team focused on systematic corporate bond and credit derivatives strategies.
Quantitative Developer for a new team focused on systematic corporate bond and credit derivatives strategies.
Responsibilities
- Design and develop software systems for research and production processes (such as alpha generation, portfolio construction, and trading), ensuring efficiency and robustness
- Manage the CI/CD pipeline, troubleshoot and resolve systems related issues
- Assist in building efficient tools for data organization and visualization, fitting, backtesting, and PnL attribution
- Automate order generation, integrate compliance and limit checks. Ensure system robustness with automated reconciliation, alerts and fuses, etc.
- Build desktop UI tools in close collaboration with the portfolio managers and traders to monitor live PnL, order execution, portfolio positions, etc.
Requirements
- Undergraduate or graduate degree in Computer Science or other related discipline
- 3+ years of experience designing and developing research and live trading infrastructure at a financial institution
- Proficiency in Linux OS. Demonstrated strong coding skills in Python/C++ with experience in object-oriented design and proper unit testing. Experience in SQL and UI development frameworks is preferred
- Experience handling connections to execution/order management systems is preferred
- Experience in credit markets and fixed income pricing systems is a plus
- Strong communication skills
- Willingness to take ownership of his/her work and be among the founding members of a team
The annual base salary range for this role is $150,000-$200,000 (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.
Top Skills
What We Do
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.
