Quantitative Researcher, Trading Research
New York Full-time Mid-level Data Science
At a glance
Mid-level Data Science role at Point72. New York · full-time · $125,000–$200,000 base.
SalaryStated by Point72
$125,000 – $200,000
Base salary for this role, in USD per year, as published in the posting.
This role, from Point72Our estimate for the market: $137,581–$208,900Median $157,100
The range includes the market median of $157,100 for mid-level data science roles in New York.
Worked out from 54 postings that stated pay, median $157,100. Last updated Oct 23, 2026.
RoleData Science
SeniorityMid-level
LocationNew York
EmploymentFull-time
Base pay$125,000–$200,000
PostedAug 15, 2024 · 2y ago
Role brief
dataroles summary, based on the employer's posting.
What you'll do
- Build trading strategies for use by discretionary and quantitative traders
- Study market microstructure to improve trading algorithms and spot unusual market behavior
- Create predictive models with linear and non-linear methods to improve execution and reduce transaction costs
- Work with portfolio managers and researchers to design and put trading-strategy solutions into use
- Track and report developments in market microstructure
What you bring
- A master's degree or higher in a quantitative discipline such as mathematics, statistics or another related field
- At least two years of quantitative research experience building statistical models for intraday analysis
- A solid grasp of market impact and working ability in Python and C++
Who this fits
This role suits a quantitative researcher focused on intraday modeling, trading execution and market microstructure. The position is based in New York.
From the employer
Role/Responsibilities
- Research and develop in-house trading strategies, used by both discretionary and quantitative traders.
- Conduct quantitative research on market microstructure, applying knowledge to improve trading algorithm and identify market anomalies.
- Develop and maintain predictive models to optimize trade execution and minimize transaction costs, utilizing both linear and non-linear techniques.
- Collaborate with cross-functional teams, including portfolio managers and researchers, to design and implement solutions for the trading strategies.
- Stay current and report on changes in market microstructure.
Requirements
- Master's degree or higher in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, or a related discipline.
- A minimum of 2 years of experience in quantitative research, building statistical models for intraday study.
- Solid understanding of market impact.
- Proficiency in programming languages such as Python and C++. Experience in AWS is preferred.
- Strong knowledge in macro products, including FX and bonds, is a plus.
- Commitment to the highest ethical standards.
The annual base salary range is $125,000-200,000 (USD). Actual compensation offered to candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level among other things. Details about eligibility for bonus compensation (if applicable) will be finalized at the time of offer.
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