Quantitative Strategist, Treasury Quant Strategy

A Career with Point72’s Technology Team

As Point72 reimagines the future of investing, our Technology group is constantly improving our company’s IT 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 quantitative analyst on our Treasury Analytics team, you will be at the forefront of the firm’s initiative to optimize and improve capital utilization by delivering best-in-class datasets, models, and processes across asset types. The team is highly collaborative and sits within the broader Technology platform. Our key responsibilities are to:

• Develop, implement, and maintain quantitative models for the Treasury function, including models for cash management, liquidity risk, and foreign exchange risk
• Partner with Central Funding, Repo, and other Technology Teams to make meaningful impacts to the firm’s financing capabilities by delivering high quality calculations, contributing to the Treasury’s analytic platform, or curating data for wider audiences
• Develop an expertise across our prime brokerage, financing models, and other firm models by engaging with partners and contributing quantitative solutions to a shared repository
• Think creatively – to design solutions that have maximum impact
• Design, socialize, and broaden Treasury’s data platform
• Learn, model, and optimize margin across a variety of products
• Build tools for exploring complex data sets and identifying day-over-day changes, whether market driven or due to changes in firm positioning
• Own the calculation of key treasury metrics, providing insights, advice, and quantitative leadership where required

What’s required

We are looking for someone with a strong analytical background, an interest in quantitative finance, and the ability to communicate highly complex information in a variety of formats. The Treasury Analytics team benefits from the wide range of talents on the team. The common denominator is a strong work ethic and commitment to carrying solutions from conception to deployment, and beyond. We are looking for:

• PhD in a quantitative field such as Mathematics, Statistics, or Engineering with 3 years of relevant work experience, or a Master’s degree with 5 years of relevant work experience.
• Experience contributing to a shared repository (git)
• Either a strong background in finance or a demonstrated interest in understanding the complexity of financial markets
• Proficiency in Python and quantitative libraries such as Pandas, PyTorch, and NumPy are required
• Commitment to the highest ethical standards is required

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
• 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

About Point72

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

The annual base salary range for this role is $220,000-$300,000 (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.