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Quantitative Researcher - Macro

Point72New York
On-site Full-time
Position filled

Qualifications

Candidates should possess a Master's or Ph. D. in mathematics, statistics, physics, or a related quantitative field, with a preference for those holding a Ph. D. in statistics or machine learning. A solid background in quantitative trading, particularly in FX or futures, is essential. Applicants should demonstrate proficiency in alpha research, portfolio construction, and optimization, alongside experience with statistical, technical, fundamental, and data-driven signals. Familiarity with regression techniques (OLS, MLS, Ridge, Lasso, Bayesian inference) and handling errors like auto-correlation and heteroskedasticity is crucial. Experience in risk management is highly advantageous. Strong Python skills, particularly with the machine learning stack (numpy, pandas, scikit-learn), are required. A creative mindset, exceptional time management abilities, and a commitment to ethical standards and professionalism are essential.

About the role

Join Cubist Systematic Strategies, a leading affiliate of Point72, as a Quantitative Researcher focused on developing innovative systematic macro strategies across futures, foreign exchange, and volatility markets. You will play a pivotal role in constructing mid-frequency alpha strategies and leveraging extensive data sources to uncover market anomalies. Your expertise will drive the creation, backtesting, and implementation of advanced trading models while continuously optimizing our research infrastructure and trading environments.

About Point72

Cubist Systematic Strategies, an affiliate of Point72, is at the forefront of systematic trading, utilizing advanced computer-driven strategies across various liquid asset classes including equities, futures, and foreign exchange. Our commitment to rigorous research and unparalleled access to public data sources empowers us to identify and exploit market anomalies effectively. We pride ourselves on fostering a collaborative environment where innovative ideas thrive and contribute to our continued success in the financial markets.

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