Tech Stack

Description

As a quantitative strategist on Point72's Treasury Analytics team, you will develop and maintain quantitative models for cash management, liquidity risk, and foreign exchange risk, while collaborating with internal teams to optimize the firm's financing capabilities. You will own key treasury metrics, build tools to explore complex datasets, and contribute to a shared repository, driving real business impact in a collaborative environment.

Requirements

• Strong academic achievement in a quantitative field with background in finance or demonstrated interest in financial markets
• Experience contributing to a shared repository such as Git
• Proficiency in Python and quantitative libraries (Pandas, PyTorch, NumPy)
• Ability to communicate highly complex information effectively
• Strong work ethic and commitment to carrying solutions from conception to deployment

Responsibilities

• Develop, implement, and maintain quantitative models for cash management, liquidity risk, and FX risk
• Partner with internal teams to deliver high-quality calculations and contribute to Treasury analytics platform
• Create and implement solutions to optimize financing and capital utilization across asset types
• Model and optimize margin across a variety of products
• Own the calculation of key treasury metrics and provide quantitative leadership