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Microstructure Quantitative Researcher

Point72New York
On-site Full-time
Position filled

Qualifications

Required Qualifications:Master's or PhD in physics, engineering, statistics, applied mathematics, quantitative finance, or similar quantitative disciplines with a robust grounding in statistics. A minimum of 4 years of experience in quantitative research, developing statistical models for intraday and daily trading within a successful proprietary trading team, demonstrating a proven track record. In-depth knowledge of market microstructure concerning futures and/or FX markets. Prior experience in tick data-based feature generation, modeling, and monetization. Strong programming skills in Python, R, or C/C++, along with familiarity with data science toolkits such as scikit-learn and Pandas. A collaborative mindset complemented by strong independent research capabilities. Unwavering commitment to the highest ethical standards in all professional endeavors.

About the role

About Our Team:

Join a dynamic and highly-regarded quantitative portfolio management team at Point72, where we are seeking a seasoned quantitative researcher to innovate and implement systematic macro strategies with a keen focus on market microstructure. You will be empowered with extensive resources and support to facilitate the growth and expansion of our quantitative macro business.

Key Responsibilities:

  • Conduct thorough and groundbreaking research to create systematic signals for global macro markets, including futures and FX, emphasizing market microstructure.
  • Engage in feature engineering using order book tick data across intraday to daily timeframes.
  • Utilize a variety of modeling techniques, from linear models to machine learning, for effective feature combination.
  • Involve yourself in the entire research pipeline, from generating signal ideas to data processing, modeling, strategy backtesting, and production implementation.
  • Contribute to the enhancement of the investment processes and research capabilities of the team.
  • Collaborate with a team of highly skilled and motivated professionals, benefiting from cutting-edge research and trading infrastructure, along with access to pristine datasets.
  • Assist in the construction, upkeep, and ongoing improvement of production and trading environments.

About Point72

Point72 is a leading investment firm that leverages technology and quantitative research to drive its success. We pride ourselves on fostering a culture of innovation, collaboration, and excellence, providing our professionals with the tools and opportunities to excel in a fast-paced financial environment.

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