Apply on Employer SiteApply Now
Point72Posted Aug 21, 2026
Microstructure Quantitative Researcher
New York, NYfull timeOn SitemidH1B: yes
Point72 The Microstructure Quantitative Researcher at Point72 develops and trades systematic macro strategies focusing on market microstructure. They perform end-to-end research including feature engineering, modeling, backtesting, and production implementation.
Responsibilities
- Perform rigorous and innovative research to develop systematic signals for global macro markets, focusing on market microstructure signals
- Perform feature engineering with order book tick data at intraday to daily horizons
- Perform feature combination using various modeling techniques ranging from linear to machine learning models
- Participate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
- Help drive the growth of the investment process and research capabilities of the team
- Work in a team with access to cutting-edge research and trading infrastructure and clean datasets
- Assist in building, maintenance, and continual improvement of production and trading environments
Qualification
MS or PhD in physicsDemonstrated proficiency in Python
Required
- MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
- 4+ years of experience in quantitative research, building statistical models for intraday to daily trading, as part of a successful proprietary trading team with a track record
- Knowledge of market microstructure for futures and/or FX
- Prior experience with tick data based feature generation, modelling, and monetization
- Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
- Collaborative mindset with strong independent research abilities
Company
Point72
View company pageSource: greenhouse
Active within the past hour