Quantitative Strategist, Macro Technology

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

Enhance and extend interest rate curve construction and bootstrapping methodologies for swaps and cash instruments across Developed and Emerging Markets.

Advance linear FX analytics, including consistent treatment of FX OIS discounting, basis, and turn adjustments.

Deliver robust, scalable analytics combining real-time pricing, historical valuation, and scenario-based research.

Design and build pre-trade pricing and analytics tools for investment professionals, covering linear Rates and FX products.

Develop scenario analysis frameworks enabling investment professionals to define market and curve shocks and assess pricing, risk, and PnL impacts.

Develop relative value, carry, roll-down, and cross-market analytics for linear Rates and FX strategies.

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 $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.