Intraday Macro Signals Researcher (Microstructure)

Point72 Asset Management, L.P; New York (NY); On-site; USD 200,000 - 300,000; Full time

Job summary

Point72 Asset Management, L.P. seeks an experienced quantitative professional for intraday to mid-frequency systematic macro work. You will develop signals, engineer features from tick data, and apply models from linear to ML methods.

You will join a team with cutting-edge research and trading infrastructure, driving growth of the macro business while maintaining high ethical standards and collaboration.

Qualifications

• MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or related field with strong statistics foundation.
• 4+ years of quantitative research experience building statistical models for intraday to daily trading.
• Knowledge of market microstructure for futures and/or FX.
• Experience with tick data based feature generation, modelling, and monetization.
• Proficiency in Python, R, or C/C++, and familiarity with data science toolkits (e.g., scikit-learn, Pandas).

Responsibilities

• Develop systematic signals for global macro markets (futures, FX) focusing on market microstructure signals.
• Feature engineer with order book tick data on intraday to daily horizons.
• Experiment with modeling techniques from linear to machine learning.
• Participate in end-to-end research pipeline: idea generation, data processing, modelling, backtesting, production.
• Contribute to growth of investment process and research capabilities.
• Collaborate in a high-caliber team with cutting-edge research and trading infra.

Skills

Quantitative research

Python

R

C/C++

Statistics

Education

MS/PhD in quantitative field

Tools

scikit-learn

Pandas

Data science toolkits

Job description

Point72 Asset Management, L.P. seeks an experienced quantitative professional for intraday to mid-frequency systematic macro work. You will develop signals, engineer features from tick data, and apply models from linear to ML methods.

You will join a team with cutting-edge research and trading infrastructure, driving growth of the macro business while maintaining high ethical standards and collaboration.