Quantitative Strategist – Macro Technology
| Company | Point72 |
|---|---|
| Location | Stamford, CT, USA, New York, NY, USA |
| Salary | $300000 – $350000 |
| Type | Full-Time |
| Degrees | Master’s |
| Experience Level | Expert or higher |
Requirements
- 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
Responsibilities
- 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
Preferred Qualifications
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No preferred qualifications provided.