Quantitative Analyst • Mid-Level

Who you are

You have a strong background in quantitative analysis and financial modeling, with experience in enhancing interest rate curve construction and bootstrapping methodologies for swaps and cash instruments across Developed and Emerging Markets. Your expertise includes advancing linear FX analytics and delivering robust, scalable analytics that combine real-time pricing with historical valuation. You are comfortable working with scenario analysis frameworks that enable investment professionals to make informed decisions.

You are proficient in utilizing modern cloud architectures and have a solid understanding of Artificial Intelligence solutions. Your experience with enterprise agile methodologies allows you to adapt quickly to evolving technology landscapes. You are committed to continuous professional development and are eager to contribute innovative ideas that drive real business impact.

What you'll do

In this role, you will enhance and extend interest rate curve construction methodologies, focusing on both swaps and cash instruments. You will advance linear FX analytics, ensuring consistent treatment of FX OIS discounting, basis, and turn adjustments. Your responsibilities will include delivering robust analytics that combine real-time pricing with historical valuation and scenario-based research.

You will design and build pre-trade pricing and analytics tools tailored for investment professionals, covering linear Rates and FX products. Your work will involve developing scenario analysis frameworks that empower investment professionals to make smarter decisions. You will collaborate closely with other members of the Technology team to innovate and improve the firm’s IT infrastructure and engineering capabilities.

What we offer

Point72 offers a competitive annual base salary range of $300,000-$350,000, which does not include discretionary bonus compensation or a comprehensive benefits package. You will have the opportunity to work in a dynamic environment that encourages professional growth and supports your intellectual curiosity. We believe in fostering a culture of innovation and collaboration, where your contributions will have a direct impact on our multi-billion-dollar global business.