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Point72

Macro Quantitative Researcher

Point72, New York

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  • Perform rigorous and innovative research to develop systematic signals for global macro (Futures, FX, etc.) markets
  • Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in high to mid frequency trading space
  • Perform feature combination and monetization using various modeling techniques ranging from linear to machine learning models
  • Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
  • Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets
Role/Responsibilities
  • Perform rigorous and innovative research to develop systematic signals for global macro (Futures, FX, etc.) markets
  • Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in high to mid frequency trading space
  • Perform feature combination and monetization using various modeling techniques ranging from linear to machine learning models
  • Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
  • Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets
Requirements
  • MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
  • 2+ years of signal research experience in macro trading as part of a proprietary trading team
  • Prior professional experience with feature engineering, modeling, or monetization
  • Ability to efficiently format and manipulate large, raw data sources
  • Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
  • Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
  • Collaborative mindset with strong independent research abilities
  • Commitment to the highest ethical standards
About Point72
Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industrys brightest talent by cultivating an investor-led culture and committing to our peoples long-term growth.
The annual base salary range for this role is $150,000-$250,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
Seniority level
  • Seniority level
    Entry level
Employment type
  • Employment type
    Full-time
Job function
  • Job function
    Finance and Sales

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