Equity Quantitative Researcher

New York, NYfull timeOn SiteentryH1B: yes

Point72 Equity Quantitative Researcher performing systematic alpha research and end-to-end development of equity market strategies. Identify new datasets and maintain portfolio trading systems.

Responsibilities

Perform rigorous and innovative research to discover systematic anomalies in equity market
End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization and production implementation
Identify and evaluate new datasets for stock return predictions
Maintain and improve the portfolio trading in production environment

Qualification

MS or PhD in physicsDemonstrated proficiency in R or PythonStrong knowledge of financial marketsHighly motivated

Required

MS or PhD in physics, engineering, statistics, applied math, quantitative finance or other quantitative fields with a strong foundation in statistics
1+ years of work experience in systematic alpha research in equities
Experience developing short term alpha signals (intraday or a few days) is a plus
Demonstrated proficiency in R or Python
Strong command of foundations of applied statistics, linear algebra, and time series models