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Macro Quantitative Researcher

Point72New York
On-site Full-time

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About the job

About Our Team:

Join a dynamic and highly respected quantitative portfolio management team at Point72, dedicated to innovation in the intraday to mid-frequency systematic macro domain. As a vital member of our team, you will receive unparalleled resources and support to expand and enhance our quantitative macro business.

Your Role:

  • Conduct in-depth and pioneering research to create systematic signals for global macro markets, including futures and foreign exchange (FX).
  • Analyze price-volume and alternative datasets over intraday to multi-day timeframes (up to 2-3 weeks) within the mid-frequency realm.
  • Engage in the complete research lifecycle, from signal ideation and data processing to modeling, strategy backtesting, and live implementation.
  • Collaborate with a team of top-tier professionals equipped with state-of-the-art research and trading infrastructures, alongside access to pristine datasets.

Key Responsibilities:

  • Create and refine systematic trading models across diverse global futures (equity indices, commodities, and fixed income) and/or FX markets.
  • Generate alpha ideas, oversee backtesting, and facilitate implementation.
  • Assess new datasets for potential alpha generation.
  • Enhance portfolio optimization, asset allocation, and risk management frameworks.
  • Contribute to the growth of the team's investment processes and research capabilities.
  • Support the development and ongoing improvement of production and trading environments.

Qualifications:

  • Master's or PhD in physics, engineering, statistics, applied mathematics, quantitative finance, or related quantitative disciplines, with a robust statistical foundation.
  • 4+ years of experience in signal research or portfolio management focused on futures markets and/or FX, showcasing a successful track record within a proprietary trading setting.
  • Prior experience in signal combination, portfolio optimization, and risk management is essential.
  • Expertise in programming languages such as Python, R, or C/C++, with familiarity in data science tools like scikit-learn and Pandas.
  • A collaborative spirit paired with strong independent research capabilities.
  • Dedication to maintaining the highest ethical standards in all endeavors.

About Point72

Point72 is a leading investment firm, known for its commitment to excellence and innovation in the financial markets. Our team thrives on collaboration, integrity, and performance, empowering professionals to reach their full potential while driving results in the competitive landscape of quantitative finance.

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