About the role
The team develops and maintains a C++ analytics library for the macro business. The engineer designs, builds, and evolves this library, creating components for pricing, calibration, and risk analysis. This involves translating quantitative models into code and collaborating with researchers and traders.
Our summary of the posting; the original is on the Point72 careers page.
What the posting requires
- Required
- C++
- Concurrency
- Interface design
- C++20
- High-performance
- Asynchronous execution
- Versioning
- Templates
- Extensible libraries
- Preferred
Nothing listed as preferred.
These tags are our reading of the posting. They can miss something; the original posting is the reference.