Quantitative Strategist, Macro Technology

A Career with Point72’s Technology Team

As Point72 reimagines the future of investing, our Technology group is constantly improving our company’s infrastructure, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts experimenting, discovering new ways to harness the power of open-source solutions, and embracing enterprise agile methodology. We encourage professional development to ensure you bring innovative ideas to our products while satisfying your own intellectual curiosity.

What you’ll do

As a senior mortgage quant at Point72, you will be responsible for delivering pricing and risk analytics for the mortgage business. The primary users of the application will be portfolio managers, Macro Management, Risk Management and Valuations.

Specifically, you will:

• Integrate End-Of-Day and intraday P&L calculations for mortgage products into Point72 internal P&L systems
• Integrate third party risk and scenario analytics into Point72 risk systems
• Be the primary point of contact between Macro Technology and all relevant stakeholders for mortgages, including portfolio managers, risk and valuations
• Build out a data and analytics toolkit to be used by the mortgage portfolio managers

What’s REQUIRED

We are looking for a highly experienced mortgage quant with rigorous mathematical problem-solving skills, and experience in P&L and risk systems or in another Front Office development capacity. Specifically, you should have:

• A graduate degree in mathematics, physics, computer science, engineering, finance, or a related field
• Extensive knowledge of the US mortgage market including both Agency (TBAs, TBA Options, spec pools and CMOs) and non Agency products
• 10+ years’ experience in a top tier bank or hedge fund, focusing on mortgage products.
• Strong development skills, ideally in C#, but C++ experience will also be considered. Experience delivering production code is essential.
• A strong attention to detail, and a passion for creating high quality tools for front office users
• Exceptional verbal and written communication skills to convey complex technical concepts to non-technical 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
• Volunteer opportunities
• Support for employee-led affinity groups representing women, people of color and the LGBT+ community
• Mental and physical wellness programs
• Tuition assistance
• A 401(k) savings program with an employer match and more

About point72

Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth. For more information, visit www.Point72.com/about.

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.