Macro Quantitative Researcher
point72· Quant Management
About this role
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:
- Perform rigorous and innovative research to develop systematic signals for global macro (futures, FX, etc.) markets
- Work with price-volume and alternative data at intraday to multiday (up to 2-3 weeks) horizons in the mid-frequency space
- Participate in 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
Responsibilities:
- Develop systematic trading models across global futures (equity indices, commodities and fixed income) and/or FX markets
- Alpha idea generation, backtesting, and implementation
- Evaluate new datasets for alpha potential
- Contribute to and enhance portfolio optimization, allocation and risk management processes
- Help drive the growth of the investment process and research capabilities of the team
- Assist 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 statistics
- 4+ years of signal research or portfolio management experience in futures markets and/or FX as part of a successful proprietary trading team with a track record
- Prior professional experience with signal combination, portfolio optimization and risk management
- Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
- Collaborative mindset with strong independent research abilities
- Commitment to the highest ethical standards
Frequently Asked Questions
Is the salary disclosed for the Macro Quantitative Researcher position at point72?
The salary for this Macro Quantitative Researcher role at point72 is not publicly listed. Click "Apply Now" to learn more about the compensation package on their official careers page.
Where is the Macro Quantitative Researcher position at point72 located?
This Macro Quantitative Researcher role at point72 is based in New York. The position is listed as on-site or hybrid. Check the full job description or apply directly to confirm the work arrangement.
Which team or department does the Macro Quantitative Researcher at point72 belong to?
This Macro Quantitative Researcher position is part of the Quant Management department at point72. See the full job description for more information about the team structure and responsibilities.
How do I apply for the Macro Quantitative Researcher position at point72?
Click the "Apply Now" button on this page. You will be redirected to point72's official application portal hosted on greenhouse where you can submit your application directly.
When was the Macro Quantitative Researcher job at point72 posted?
This Macro Quantitative Researcher position at point72 was posted on Aug 15, 2024. Apply as soon as possible — early applications are often reviewed first.
Macro Quantitative Researcher
point72
You'll be redirected to point72's official application page on Greenhouse.