Quant jobs / Point72

Quant Library Developer, Macro Technology

A senior engineering role on Point72's Python analytics platform for the macro business, covering pricing, calibration, curves and risk. You would build the APIs and spreadsheet interfaces that traders and researchers use to reach C++ analytics.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Design Python APIs for pricing, curve construction, calibration and risk
Build service interfaces linking users and systems to analytics
Maintain Excel-based analytics workflows for traders and risk users
Expose C++ library functions through stable Python and services
Investigate pricing and risk discrepancies

What they ask for

Required

7+ years building production Python platforms in finance
gRPC and Protocol Buffers service design
Strong Excel skills for trading workflows
Integrating Python with lower-level analytics libraries
Understanding of pricing, calibration, curves and sensitivities
Python performance tuning and caching

Education: No degree level stated.
Experience: 7+ years developing production Python platforms in macro, trading, risk or pricing.
Languages and tools: Python
Excel
gRPC
Protocol Buffers
C++
Markets: multi-asset, fixed-income, fx

How to prepare

Build a Python API that wraps a small C++ pricing function
Learn yield curve construction and calibration basics
Study service versioning and backward compatibility with gRPC
Learn how Excel add-ins connect to Python analytics

What to study

The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Point72’s site before applying: requirements, location and pay can change after we check them.

View the posting on Point72’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Point72 and doesn’t handle applications.