Macro Quantitative Researcher - Point72 : Job Details

Macro Quantitative Researcher

Point72

Job Location : New York,NY, USA

Posted on : 2024-11-06T08:48:28Z

Job Description :
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
  • Develop systematic trading models across FX, commodities, fixed income, and equity markets
  • Alpha idea generation, backtesting, and implementation
  • Assist in building, maintenance, and continual improvement of production and trading environments
  • Evaluate new datasets for alpha potential
  • Improve existing strategies and portfolio optimization
  • Execution monitoring
  • Be a core contributor to growing the investment process and research infrastructure of the team
Desirable Candidates
  • 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
Apply Now!
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