Quantitative Researcher

Point72; Hong Kong; On-site; HKD 626,959 - 940,438; Full time

Job summary

Point72 is seeking a researcher to contribute to systematic trading strategies in Hong Kong. The role focuses on statistical analysis and collaboration in a research pipeline aimed at uncovering alpha opportunities in equity markets.

Ideal candidates have a quantitative background, with proficiency in Python and experience in quantitative research. The company values intellectual rigor and ethical standards in financial performance.

Qualifications

• Bachelor's degree or higher in mathematics, statistics, computer science, or other quantitative discipline.
• 2+ years of experience in quantitative research.
• Strong analytical and quantitative skills; solid knowledge in statistics, linear algebra, or machine learning.

Responsibilities

• Finding alphas in global equity markets through rigorous statistical analysis.
• Maintaining and improving the research pipeline and back-testing.
• Improving portfolio trading in production environments.

Skills

Statistical analysis

Machine learning

Python proficiency

Data processing

Education

Bachelor's degree in mathematics, statistics, computer science, or other quantitative discipline

Tools

Numpy

Pandas

Job description

About Cubist

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role

The candidate will be responsible for some or all parts of the research pipeline—including data processing, feature design, model training, portfolio construction and management, back‑testing, and performance analysis. Successful researchers combine statistical analysis, machine learning techniques, intense passion, and curiosity to decipher the market, and aspire to gain great intellectual understanding and financial outperformance.

Responsibilities

• Finding alphas in global equity markets by applying rigorous statistical analysis on technical data or alternative data sets. Performing hypothesis testing, feature design, and backtesting to improve on alpha ideas.
• Maintaining and improving the research pipeline, including alpha generation, portfolio construction, back‑testing, and monetization.
• Maintaining and improving portfolio trading in production environments.

Requirements

• Bachelor's degree or higher in mathematics, statistics, computer science, or other quantitative discipline.
• 2+ years of experience in quantitative research. Experience in medium-frequency equity research is a plus.
• Strong analytical and quantitative skills; solid knowledge in statistics, linear algebra, or machine learning.
• Proficiency in Python. Familiarity with scientific toolkits, such as Numpy and Pandas.
• Ability to work both independently and collaboratively within a team.
• Commitment to the highest ethical standards.