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
Top Skills
What We Do
Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. Resting on more than a quarter-century of investing experience, we seek to be the industry’s premier asset manager through delivering superior risk-adjusted returns, adhering to the highest ethical standards, and offering the greatest opportunities to the industry’s brightest talent. We’re inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. For more information, visit www.Point72.com/working-here.
