Point72 Macro Quantitative Researcher develops systematic trading models for FX, commodities, fixed income, and equity markets focusing on mid-frequency alpha strategies. Contributes to investment process and research infrastructure.
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
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
Masters or PhD in mathematics, statistics, physics or other quantitative discipline. PhD in statistics or machine learning is a plus
Experience in quantitative trading, ideally in FX or futures
Experience with alpha research, portfolio construction and optimization
Experience building statistical/technical, fundamental, and data driven signals
Qualification
Masters or PhD in mathematicsExperience in quantitative tradingExperience with alpha researchExperience building statisticalStrong experience with data explorationPhD in statistics or machine learningExperience managing and running risk
Required
Masters or PhD in mathematics, statistics, physics or other quantitative discipline
Experience in quantitative trading, ideally in FX or futures
Experience with alpha research, portfolio construction and optimization
Experience building statistical, technical, fundamental, and data driven signals
Strong experience with data exploration, dimension reduction, and feature engineering
Proficiency in Python using machine learning stack
