Point72 / Cubist
Quant Library Developer, Macro Technology
$200K–$300K
New York +2 · Full-time · Posted Sep 1, 2026
- Location
- New York
London
North America - Experience
- 7+ years.
About the job
Lead development and support of a production C++ analytics library for macro products, delivering pricing, valuation, risk, and related quantitative capabilities.
What you'll do
- Design, extend, and maintain the production analytics library and its interfaces, with attention to performance, architecture, and long-term maintainability.
- Translate quantitative models into C++ components and collaborate with researchers, traders, risk users, and technology partners.
- Support releases and production issues, investigate pricing and risk discrepancies, and mentor developers when appropriate.
What they ask for
- 7+ years developing and supporting production quantitative analytics libraries in macro, trading, risk, pricing, or related financial markets environments.
- Deep expertise in modern C++, including C++20 or later and production library design.
- Experience improving numerically or data-intensive systems using concurrency, asynchronous execution, profiling, benchmarking, and scalable computation.
- Understanding of pricing, valuation, calibration, curve construction, scenarios, sensitivities, and risk analytics.
Pay
$200,000-$300,000 USD base salary
Tools
C++, C++20
Model-written summary · the original posting is authoritative