Quantitative Researcher, Trading Research

New York, NYfull timeOn SiteentryH1B: yes

Point72 Quantitative Researcher in Trading Research developing in-house trading strategies and conducting quantitative research on market microstructure. Responsible for developing predictive models to optimize trade execution and collaborating with cross-functional teams.

Responsibilities

Research and develop in-house trading strategies, used by both discretionary and quantitative traders
Conduct quantitative research on market microstructure, applying knowledge to improve trading algorithm and identify market anomalies
Develop and maintain predictive models to optimize trade execution and minimize transaction costs, utilizing both linear and non-linear techniques
Collaborate with cross-functional teams, including portfolio managers and researchers, to design and implement solutions for the trading strategies
Stay current and report on changes in market microstructure

Qualification

Solid understanding of market impactStrong knowledge in macro productsThe annual base salary range is $125Experience in AWS

Required

Master's degree or higher in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, or a related discipline.
A minimum of 2 years of experience in quantitative research, building statistical models for intraday study.
Solid understanding of market impact.
Proficiency in programming languages such as Python and C++. Experience in AWS is preferred.
Strong knowledge in macro products, including FX and bonds, is a plus.