Microstructure Quantitative Researcher
Requirements at a glance
Microstructure Quantitative Researcher at Point72 is a role based in New York. The posting asks for 4+ years of experience and a doctorate. It does not mention visa sponsorship. Key skills include Python, C++, C, and pandas. Applications are submitted through Greenhouse.
- Experience
- 4+ years
- Education
- Doctorate (PhD)
- Visa sponsorship
- Not mentioned in the posting
- Application platform
- Greenhouse
Skills in this posting
- Python
- C++
- C
- pandas
- Machine learning
Highlighted skills appear in the posting's requirements.
Extracted automatically from the job description. Confirm details in the full posting below.
About the Team:
A well-established quantitative portfolio management team at Point72 is looking for an experienced quantitative professional to develop and trade systematic macro strategies, with a focus on market microstructure. 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 signals
- Perform feature engineering with order book tick data at intraday to daily horizons
- Perform feature combination using various modeling techniques ranging from linear to machine learning models
- Participate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
- Help drive the growth of the investment process and research capabilities of the team
- Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets
- 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 experience in quantitative research, building statistical models for intraday to daily trading, as part of a successful proprietary trading team with a track record
- Knowledge of market microstructure for futures and/or FX
- Prior experience with tick data based feature generation, modelling, and monetization
- 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