About the role
About Our Team:
Join a dynamic and highly-regarded quantitative portfolio management team at Point72, where we are seeking a seasoned quantitative researcher to innovate and implement systematic macro strategies with a keen focus on market microstructure. You will be empowered with extensive resources and support to facilitate the growth and expansion of our quantitative macro business.
Key Responsibilities:
- Conduct thorough and groundbreaking research to create systematic signals for global macro markets, including futures and FX, emphasizing market microstructure.
- Engage in feature engineering using order book tick data across intraday to daily timeframes.
- Utilize a variety of modeling techniques, from linear models to machine learning, for effective feature combination.
- Involve yourself in the entire research pipeline, from generating signal ideas to data processing, modeling, strategy backtesting, and production implementation.
- Contribute to the enhancement of the investment processes and research capabilities of the team.
- Collaborate with a team of highly skilled and motivated professionals, benefiting from cutting-edge research and trading infrastructure, along with access to pristine datasets.
- Assist in the construction, upkeep, and ongoing improvement of production and trading environments.

