Point72's Risk Technology Team is looking to build analytical frameworks, develop quantitative understanding of risk, and create risk and PnL analysis capabilities to deliver high-quality software products. They aim to solve complex problems using the latest technology and improve user experience through automation and integration.
Requirements
- 10 years of programming experience with Python, .NET, and SQL in the financial industry
- Hands-on experience in commodity asset class such as, OpenLink Endur, configuring risk scenarios, index modeling, VaR & Stress implementations
- Experience in integrating trading systems with risk management platforms with an understanding of ETL processes for handling large volumes of financial data
- Strong working knowledge of risk analytics, stress, and VaR in various asset classes, such as Fixed-income, FX, Commodity, Credit, or Equity
- Proven track record in designing, building, and delivering end-end software solutions
- Advanced and detail-oriented data analytical skills, with eyes on data accuracy and consistency
Responsibilities
- Build analytical framework to enable flexible large-scale compute on big datasets
- Develop quantitative understanding of risk to anticipate the requirements of our team
- Develop risk and PnL analysis capabilities delivering high quality and performing software products
- Solve complex and challenging problems through the application of creative and unique solutions using the latest technology
- Improve user experience of our systems through the deployment of innovative approaches to process automation and integration with other firm functions and systems
Other
- Bachelor’s degree in computer science, math, physics or related technical field
- Team player with excellent written and verbal communication skills with peers and clients
- Commitment to the highest ethical standards
