About the job
About Our Team:
Join a dynamic and highly respected quantitative portfolio management team at Point72, dedicated to innovation in the intraday to mid-frequency systematic macro domain. As a vital member of our team, you will receive unparalleled resources and support to expand and enhance our quantitative macro business.
Your Role:
- Conduct in-depth and pioneering research to create systematic signals for global macro markets, including futures and foreign exchange (FX).
- Analyze price-volume and alternative datasets over intraday to multi-day timeframes (up to 2-3 weeks) within the mid-frequency realm.
- Engage in the complete research lifecycle, from signal ideation and data processing to modeling, strategy backtesting, and live implementation.
- Collaborate with a team of top-tier professionals equipped with state-of-the-art research and trading infrastructures, alongside access to pristine datasets.
Key Responsibilities:
- Create and refine systematic trading models across diverse global futures (equity indices, commodities, and fixed income) and/or FX markets.
- Generate alpha ideas, oversee backtesting, and facilitate implementation.
- Assess new datasets for potential alpha generation.
- Enhance portfolio optimization, asset allocation, and risk management frameworks.
- Contribute to the growth of the team's investment processes and research capabilities.
- Support the development and ongoing improvement of production and trading environments.
Qualifications:
- Master's or PhD in physics, engineering, statistics, applied mathematics, quantitative finance, or related quantitative disciplines, with a robust statistical foundation.
- 4+ years of experience in signal research or portfolio management focused on futures markets and/or FX, showcasing a successful track record within a proprietary trading setting.
- Prior experience in signal combination, portfolio optimization, and risk management is essential.
- Expertise in programming languages such as Python, R, or C/C++, with familiarity in data science tools like scikit-learn and Pandas.
- A collaborative spirit paired with strong independent research capabilities.
- Dedication to maintaining the highest ethical standards in all endeavors.

