Macro Quantitative Researcher
At a glance
Mid-level Data Science role at Point72. New York · full-time · no salary stated · we estimate $137,581–$208,900.
Point72 has not published a salary for this role. The figure below is our estimate, not theirs.
dataroles summary, based on the employer's posting.
What you'll do
- Create systematic models for global futures, including equity indices, commodities and fixed income, or for FX
- Carry research from signal concepts through data preparation, modeling, historical tests and production deployment
- Test whether new datasets can generate alpha, using market prices, trading volume and alternative sources across short horizons
- Strengthen portfolio construction, allocation and risk controls, while helping improve the live trading environment
What you bring
- A master's or doctoral degree in a quantitative field, backed by a strong grounding in statistics
- At least four years of signal research or portfolio management in futures or FX at a successful proprietary trading team
- Professional experience combining signals and working on portfolio optimization and risk management
- Proficiency in Python, R or C/C++, with familiarity with data science libraries such as scikit-learn or Pandas
Who this fits
This role suits an experienced researcher who can work independently while contributing to a team. Research spans intraday to mid-frequency strategies, with holding horizons reaching a few weeks. The position is based in New York.
From the employer
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
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