Quantitative Macro Researcher: Build Alpha in FX & Futures

Point72; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

Point72 is seeking a Quantitative Researcher to develop systematic macro strategies focusing on mid-frequency alpha strategies across FX, commodities, and equities. The successful candidate will be involved in alpha idea generation, backtesting, and continuous improvement of trading environments.

Qualifications include a Masters or PhD in a quantitative discipline, proficiency in Python, and experience in quantitative trading. The role offers a salary range of $150,000–$200,000, excluding bonuses and benefits.

Qualifications

• Experience in quantitative trading, ideally in FX or futures.
• Experience with alpha research, portfolio construction and optimization.
• Strong experience with data exploration, dimension reduction, and feature engineering.

Responsibilities

• 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.

Skills

Quantitative research

Data exploration

Statistical modeling

Python

Time management

Education

Masters or PhD in mathematics, statistics, or quantitative discipline

Tools

numpy

pandas

scikit-learn

Job description

Point72 is seeking a Quantitative Researcher to develop systematic macro strategies focusing on mid-frequency alpha strategies across FX, commodities, and equities. The successful candidate will be involved in alpha idea generation, backtesting, and continuous improvement of trading environments.

Qualifications include a Masters or PhD in a quantitative discipline, proficiency in Python, and experience in quantitative trading. The role offers a salary range of $150,000–$200,000, excluding bonuses and benefits.