Microstructure Quantitative Researcher

Apply Now Experience Experienced Professionals Location New York Focus Systematic Investing Business Point72 About The Team A well-established quantitative portfolio management team at Point72 is looking for an experienced quantitative professional in the intraday to mid frequency systematic macro space. The candidate will be given the resources and support to drive the build out and expansion of the quantitative macro business. Role/Responsibilities Perform rigorous and innovative research to develop systematic signals for global macro (futures, FX, etc.) markets, with a focus on market microstructure signalsPerform feature engineering with order book tick data at intraday to daily horizonsPerform feature combination using various modeling techniques ranging from linear to machine learning modelsParticipate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementationHelp drive the growth of the investment process and research capabilities of the teamWork in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasetsAssist in building, maintenance, and continual improvement of production and trading environments Requirements MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics4+ years of experience in quantitative research, building statistical models for intraday to daily trading, as part of a successful proprietary trading team with a track recordKnowledge of market microstructure for futures and/or FXPrior experience with tick data based feature generation, modelling, and monetizationDemonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, PandasCollaborative mindset with strong independent research abilitiesCommitment to the highest ethical standards The annual base salary range for this role is $200,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things. Apply Now Job Application Checklist Résumé Apply Now Still Exploring? Browse Open Roles