Quant Analyst, Treasury Quant Strategy

6 miesięcy temu


Warsaw, Polska Point72 Pełny etat
What you ’ll do

As a quantitative analyst on our Treasury Analytics team, you will be responsible for all quantitative aspects of margin modeling to improve optimization capabilities.

Develop, implement, and maintain quantitative models for the Treasury function, including but not limited to models for cash management, liquidity risk, and foreign exchange risk Collaborate with Treasury to define and implement hedging strategies Build a modern quantitative library and design data architecture margin data sets Model and optimize margin requirements across a variety of products Build tools for exploring complex data sets and identifying hidden explanatory or predictive factors Monitor and report on key treasury metrics, providing insights and recommendations to senior

What’s required

We are looking for someone with strong analytical background and interest in quantitative finance

Advanced degree such as MSc or PhD in a quantitative field Excellent knowledge of quantitative finance Experience in optimization from theoretical and implementation standpoint Proficiency in Python and quantitative libraries Previous industry experience within financing, treasury or prime brokerage Commitment to the highest ethical standards

We take care of our people

We invest in our people, their careers, their health, and their well-being. We want you to concentrate on success and leave the rest to us. When you work here, we provide:

Sports card Private life insurance Private medical and dental care, with vision allowance Private pension scheme Volunteer opportunities Support for employee-led affinity groups representing women, people of color and the LGBTQ+ community Business travel accident insurance Employee assistance program Educational assistance reimbursement

About Point72

Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. Resting on more than a quarter-century of investing experience, we seek to be the industry’s premier asset manager through delivering superior risk-adjusted returns, adhering to the highest ethical standards, and offering the greatest opportunities to the industry’s brightest talent.

Our Warsaw office gives us access to world-class talent with a reputation for excellence and innovation. We’re looking to build an office of subject-matter experts whose fresh perspectives will help evolve our infrastructure and advance the capabilities of our teams. Learn more at Point72.com/Warsaw.




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