Equity Alpha Quant — Auction Research & Modeling

Point Three Group; New York (NY); On-site; USD 150,000 - 250,000; Full time

Job summary

Point Three Group is seeking a Quantitative Researcher to focus on equity alpha research, with emphasis on opening and closing auction strategies. You will generate ideas, develop strategies, back-test, and implement models within a collaborative team.

The role demands deep expertise in market microstructure, time-series analysis, and machine learning, with strong programming skills in Python/C++/Java, and experience handling large datasets. NYC area compensation reflects the regional market.

Qualifications

• Bachelor’s, Master’s, or Ph.D. in a quantitative STEM field.
• 5+ years in quantitative research focusing on auctions or intraday equity strategies.
• Extensive knowledge of market microstructure and exchange dynamics.
• Proficiency in Python, C++, Java, or similar languages.
• Experience with SQL, Pandas, NumPy and data analysis libraries.
• Strong analytical and data-driven decision making.
• Excellent verbal and written communication; team collaboration.

Responsibilities

• Use quantitative research techniques to research, design, test, and deploy systematic equity trading strategies, focusing on opening and closing auctions.
• Analyze data and build predictive models to identify market inefficiencies around auction dynamics.
• Stay abreast of auction methodologies for various exchanges.
• Collaborate with other researchers to exchange ideas, test new models, and manage existing models.

Skills

Python

C++

Java

SQL

Pandas

NumPy

Time series

Machine learning

Market microstructure

Quant research

Communication

Education

Bachelor’s/Master’s/PhD in quantitative field

Job description

Point Three Group is seeking a Quantitative Researcher to focus on equity alpha research, with emphasis on opening and closing auction strategies. You will generate ideas, develop strategies, back-test, and implement models within a collaborative team.

The role demands deep expertise in market microstructure, time-series analysis, and machine learning, with strong programming skills in Python/C++/Java, and experience handling large datasets. NYC area compensation reflects the regional market.