Point72, L.P. has an opening for a Quantitative Strategist, Macro Technology in New York, New York.Develop quantitative strategies for advanced pricing and risk analytics. Develop trading tools for mortgage business and quant analytics into technology stack. Work in .Net/C# and leverage Python, SQL and Excel to design and implement the data analytics for mortgage markets, covering live and historical data, integration of third-party prepayment analytics, position management and P&L tools across TBAs and pool and Market monitors to track RV opportunities and live clearing levels across mortgage products. Model strategies using mathematical and coding tools.Must possess at least a master’s degree or its equivalent in Theoretical Physics, Pure or Applied Mathematics, Electrical Engineering, Quantitative Finance or a related field and at least 3 years of experience as a Quantitative Modeler or Strategist at an investment bank, derivatives trading desk and/or global macro hedge fund. Must also possess the following: At least 3 years of experience in .net/C#, C++, Python, R or Matlab; at least 3 years of experience with quantitative mortgage modeling; at least 3 years of experience with quantitative fixed income product modeling; at least 2 years of experience with building mortgage analytics infrastructure; at least 2 years of experience with AWS or other cloud computing platforms; and at least 1 year of experience with technology project management.

　　Minimum Salary: 270000Maximum Salary: 300000Salary Unit: Yearly