Macro Quantitative Researcher

Point72 Careers; New York (NY); On-site; USD 80,000 - 150,000; Full time

Job summary

An established industry player is seeking a talented quantitative researcher to join their innovative team. In this role, you will perform rigorous research to develop systematic signals for global macro markets, utilizing advanced modeling techniques and data processing methods. With a focus on collaboration and cutting-edge research infrastructure, you will contribute to the development and optimization of trading strategies. Ideal candidates will have a strong background in statistics, experience in signal research, and proficiency in programming languages like Python or R. This is an exciting opportunity to make a significant impact in a dynamic trading environment.

Qualifications

• 2+ years of signal research experience in macro trading.
• Strong foundation in statistics and quantitative fields.

Responsibilities

• Develop systematic trading models across various markets.
• Manage the research pipeline from idea generation to implementation.

Skills

Statistical Analysis

Feature Engineering

Modeling Techniques

Alpha Idea Generation

Portfolio Optimization

Execution Monitoring

Education

MS in Physics

PhD in Quantitative Finance

Degree in Applied Math

Tools

Python

R

C/C++

scikit-learn

Pandas

Job description

Role/Responsibilities

• Perform rigorous and innovative research to develop systematic signals for global macro (Futures, FX, etc.) markets
• Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in high to mid frequency trading space
• Perform feature combination and monetization using various modeling techniques ranging from linear to machine learning models
• Manage 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

Requirements

• Develop systematic trading models across FX, commodities, fixed income, and equity markets
• Alpha idea generation, backtesting, and implementation
• Assist in building, maintenance, and continual improvement of production and trading environments
• Evaluate new datasets for alpha potential
• Improve existing strategies and portfolio optimization
• Execution monitoring
• Be a core contributor to growing the investment process and research infrastructure of the team

Desirable Candidates

• MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
• 2+ years of signal research experience in macro trading as part of a proprietary trading team
• Prior professional experience with feature engineering, modeling, or monetization
• Ability to efficiently format and manipulate large, raw data sources
• Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
• Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
• Collaborative mindset with strong independent research abilities
• Commitment to the highest ethical standards