Point72 Cubist Systematic Strategies at Point72 is hiring a Quantitative Researcher to develop systematic macro trading models. The role focuses on alpha idea generation, backtesting, and improving trading strategies across multiple asset classes.
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 researchStrong 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
Experience synthesizing predictive signals for both cross-sectional and time-series models
Strong experience with data exploration, dimension reduction, and feature engineering
Thorough understanding of regression techniques including OLS, MLS, Ridge, Lasso, and Bayesian inference
Proficiency in Python using the machine learning stack
