NYC Staffing
Quantitative Researcher, Trading Research
NYC Staffing, New York, New York, United States, 10001
Quantitative Researcher, Trading Research
Point72 Asset Management, L.P. has an opening for a Quantitative Researcher, Trading Research in New York, New York. This role is hybrid; may work from home up to 2 days per week, as permitted. Research and develop in-house trading strategies for discretionary and quantitative traders. Conduct quantitative research on market microstructure, improving trading algorithms and identifying market anomalies. Develop and maintain predictive models to optimize trade execution and minimize transaction costs using linear and non-linear techniques. Collaborate with cross-functional teams to design and implement solutions for trading strategies. Must possess at least a master's degree or its equivalent in Financial Engineering, Mathematics, Statistics, Computer Science, or a related quantitative field and at least six months of experience as a Quantitative Research Intern or in a related role at a financial services institution. Must also possess the following: at least 6 months of experience building statistical models with Intraday data; at least 6 months of experience supporting investment strategies for Chinese equities; at least 6 months of experience performing statistical analysis of historical data gathered from financial markets to build quantitative models; at least 6 months of experience conducting independent research using large datasets; at least 6 months of experience with programming in C++ and Python; and demonstrable knowledge of Market Microstructure Models. Minimum Salary: 180000 Maximum Salary: 400000 Salary Unit: Yearly
Point72 Asset Management, L.P. has an opening for a Quantitative Researcher, Trading Research in New York, New York. This role is hybrid; may work from home up to 2 days per week, as permitted. Research and develop in-house trading strategies for discretionary and quantitative traders. Conduct quantitative research on market microstructure, improving trading algorithms and identifying market anomalies. Develop and maintain predictive models to optimize trade execution and minimize transaction costs using linear and non-linear techniques. Collaborate with cross-functional teams to design and implement solutions for trading strategies. Must possess at least a master's degree or its equivalent in Financial Engineering, Mathematics, Statistics, Computer Science, or a related quantitative field and at least six months of experience as a Quantitative Research Intern or in a related role at a financial services institution. Must also possess the following: at least 6 months of experience building statistical models with Intraday data; at least 6 months of experience supporting investment strategies for Chinese equities; at least 6 months of experience performing statistical analysis of historical data gathered from financial markets to build quantitative models; at least 6 months of experience conducting independent research using large datasets; at least 6 months of experience with programming in C++ and Python; and demonstrable knowledge of Market Microstructure Models. Minimum Salary: 180000 Maximum Salary: 400000 Salary Unit: Yearly