Point72, L.P. has an opening for a Quantitative Strategist, Treasury Quant Strategy in New York, New York. This position is hybrid; may work from home up to 2 days per week, as permitted.

Develop, implement, and maintain quantitative models for the Treasury function, including models for cash management, liquidity risk, and foreign exchange risk. Partner with Technology Teams to contribute to financing capabilities by delivering high quality calculations, contributing to Treasury’s analytic platform. Contribute quantitative solutions to shared repository and develop expertise across prime brokerage, financing models, and other firm models. Learn, model, and optimize margin across a variety of products. Develop tools to minimize securities financing fees across Treasury through convex optimization and enhancements to Treasury’s equity financing analytics platform. Build tools for exploring complex data sets and identifying day-over-day changes, whether market driven or due to changes in firm positioning. Own calculation of key treasury metrics, providing insights, advice, and quantitative leadership where required.

Must possess at least a master’s degree or its equivalent in Mathematics, Applied Mathematics, Statistics, or a related quantitative field and at least 5 years of work experience as a Quantitative Analyst/Strategist or in a related role. In the alternative, at least a PhD or its equivalent in Mathematics, Applied Mathematics, Statistics, or a related quantitative field and at least 2 years of work experience as a Quantitative Analyst/Strategist or in a related role would be acceptable. Must also possess the following: at least 2 years of experience with one of the varied Treasury domains, i.e. attribution models, margin calculations, cash management, capital utilization, and/or securities financing; at least 2 years of experience in a quantitative function within an equity financing role; at least 2 years of experience coding in Python; at least 2 years of experience contributing to a shared repository (git); and at least 2 years of experience in a production environment. Approximately 40 hours per week; the salary range for this position is from $228,000 to 300,000 per year.

Any person who is interested in this position may apply to the following for consideration:

Send your resume to svcRecruiting@Point72.com and reference Job Code M052026X.