The Role
The Macro Quantitative Researcher will develop systematic trading models for macro markets, conduct innovative research, manage the research pipeline, and collaborate with the team to improve trading strategies. Responsibilities include feature engineering, strategy backtesting, and evaluating new datasets for alpha potential.
Summary Generated by Built In
Role/Responsibilities
- Perform rigorous and innovative research to develop systematic signals for global macro (Futures, FX, etc.) markets
- Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in high to mid frequency trading space
- Perform feature combination and monetization using various modeling techniques ranging from linear to machine learning models
- Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
- Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets
Requirements
- 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
- MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
- 2+ years of signal research experience in macro trading as part of a proprietary trading team
- Prior professional experience with feature engineering, modeling, or monetization
- Ability to efficiently format and manipulate large, raw data sources
- Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
- Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
- Collaborative mindset with strong independent research abilities
- Commitment to the highest ethical standards
Top Skills
C/C++
Python
R
The Company
What We Do
Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. Resting on more than a quarter-century of investing experience, we seek to be the industry’s premier asset manager through delivering superior risk-adjusted returns, adhering to the highest ethical standards, and offering the greatest opportunities to the industry’s brightest talent. We’re inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. For more information, visit www.Point72.com/working-here.
