Equity Quantitative Researcher
New York Full-time Mid-level Data Science
At a glance
Mid-level Data Science role at Point72. New York · full-time · no salary stated · we estimate $137,581–$208,900.
Estimated pay
Point72 has not published a salary for this role. The figure below is our estimate, not theirs.
$137,581 – $208,900
What the middle half of mid-level data science roles in New York paid, among postings that did state a salary.
Worked out from 54 postings that stated pay, median $157,100. Last updated Oct 23, 2026.
RoleData Science
SeniorityMid-level
LocationNew York
EmploymentFull-time
PostedAug 15, 2024 · 2y ago
Role brief
dataroles summary, based on the employer's posting.
What you'll do
- Search equity markets for systematic patterns that could support investment strategies
- Build research ideas into strategies by processing data, testing performance, tuning approaches and putting them into production
- Assess new data sources for their usefulness in forecasting stock returns
- Keep live portfolio trading systems running and improve them over time
What you bring
- A master's or doctoral degree in a quantitative field, with strong statistical grounding
- At least one year of professional work on systematic equity alpha research
- Proficiency in R or Python and a solid grasp of statistics, linear algebra and time-series models
- You can clean and reshape large raw datasets efficiently and understand financial markets
Who this fits
This mid-level role suits a researcher who can take ownership of independent work while collaborating with others. It is based in New York.
From the employer
ROLE/RESPONSIBILITES
- Perform rigorous and innovative research to discover systematic anomalies in equity market
- End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization and production implementation
- Identify and evaluate new datasets for stock return predictions
- Maintain and improve the portfolio trading in production environment
REQUIREMENTS
- MS or PhD in physics, engineering, statistics, applied math, quantitative finance or other quantitative fields with a strong foundation in statistics
- 1+ years of work experience in systematic alpha research in equities
- Experience developing short term alpha signals (intraday or a few days) is a plus
- Demonstrated proficiency in R or Python
- Strong command of foundations of applied statistics, linear algebra, and time series models
- Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources
- Strong knowledge of financial markets
- Highly motivated, willing to take ownership of his/her work
- Collaborative mindset with strong independent research ability
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