Macro Quantitative Researcher

Point72; New York (NY); On-site; USD 100,000 - 150,000; Full time

Job summary

Dormont Manufacturing Co in New York, NY, is seeking a highly skilled individual to develop systematic trading models across FX, commodities, fixed income, and equity markets. This role involves managing the research pipeline, from idea generation to modeling and strategy implementation.

The ideal candidate will hold an MS or PhD in a quantitative field and have at least 2 years of experience in signal research as part of a proprietary trading team. Proficiency in Python or R and familiarity with tools like scikit-learn is essential.

Qualifications

• Strong foundation in statistics required for modeling and analysis.
• 2+ years of experience in macro trading research is essential.
• Proficiency in data manipulation and analysis tools is necessary.

Responsibilities

• Develop trading models for various global markets.
• Manage research pipeline including data processing and modeling.
• Collaborate in a team to deliver systematic trading strategies.

Skills

Statistical Analysis

Python

R

Machine Learning

Feature Engineering

Education

MS or PhD in quantitative fields

Tools

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