Point72 is seeking a senior C++ analytics library engineer in New York to lead the design, development, and evolution of a production-quality analytics library used across our macro business. You will build pricing, calibration, curve construction, scenarios, valuation, and risk analytics for macro products and related derivatives, extending the library for performance and long-term extensibility.
You will translate quantitative models into robust C++ components, collaborate with researchers,
#J-18808-LjbffrSenior C++ Quant Library Architect in new york at Unknown Company
This position is listed as full time and onsite.