Macro Quantitative Researcher

About the Team:

A well-established quantitative portfolio management team at Point72 is looking for an experienced quantitative professional in the intraday to mid frequency systematic macro space. The candidate will be given the resources and support to drive the build out and expansion of the quantitative macro business.

Role:

Perform rigorous and innovative research to develop systematic signals for global macro (futures, FX, etc.) markets

Work with price-volume and alternative data at intraday to multiday (up to 2-3 weeks) horizons in the mid-frequency space

Participate in 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

Responsibilities:

Develop systematic trading models across global futures (equity indices, commodities and fixed income) and/or FX markets

Alpha idea generation, backtesting, and implementation

Evaluate new datasets for alpha potential

Contribute to and enhance portfolio optimization, allocation and risk management processes

Help drive the growth of the investment process and research capabilities of the team

Assist in building, maintenance, and continual improvement of production and trading environments

Requirements:

MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics

4+ years of signal research or portfolio management experience in futures markets and/or FX as part of a successful proprietary trading team with a track record

Prior professional experience with signal combination, portfolio optimization and risk management

Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas

Collaborative mindset with strong independent research abilities

Commitment to the highest ethical standards