Microstructure Quantitative Researcher

Point72 New York, NY

Apply with Sonara

Automate your job search with Sonara.

Submit 10x as many applications with less effort than one manual application.¹

Reclaim your time by letting our AI handle the grunt work of job searching.

We continuously scan millions of openings to find your top matches.

Overview

Schedule

Full-time

Education

Engineering (PE)

Career level

Senior-level

Benefits

Career Development

Job Description

About the Team:

A well-established quantitative portfolio management team at Point72 is looking for an experienced quantitative professional to develop and trade systematic macro strategies, with a focus on market microstructure. The candidate will be given the resources and support to drive the build out and expansion of the quantitative macro business.

Role/Responsibilities:

Perform rigorous and innovative research to develop systematic signals for global macro (futures, FX, etc.) markets, with a focus on market microstructure signals
Perform feature engineering with order book tick data at intraday to daily horizons
Perform feature combination using various modeling techniques ranging from linear to machine learning models
Participate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
Help drive the growth of the investment process and research capabilities of the team
Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets
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 experience in quantitative research, building statistical models for intraday to daily trading, as part of a successful proprietary trading team with a track record
Knowledge of market microstructure for futures and/or FX
Prior experience with tick data based feature generation, modelling, and monetization
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

Automate your job search with Sonara.

Submit 10x as many applications with less effort than one manual application.

Apply with Sonara Apply manually

FAQs About Microstructure Quantitative Researcher Jobs at Point72

What is the work location for this position at Point72 ?

This job at Point72 is located in New York, NY, according to the details provided by the employer. Some roles may also include multiple work locations depending on the requirement.

What pay range can candidates expect for this role at Point72 ?

Employer has not shared pay details for this role.

What employment applies to this position at Point72 ?

Point72 lists this role as a Full-time position.

What experience level is required for this role at Point72 ?

Point72 is looking for a candidate with "Senior-level" experience level.

What education level is required for this job?

The education requirement for this position is Engineering (PE). Candidates with relevant qualifications or equivalent experience may also be considered.

What benefits are offered by Point72 for this role?

Point72 offers Career Development for this position. Actual benefits may vary depending on the employer's policies and employment terms.

What is the process to apply for this position at Point72 ?

You can apply for this role at Point72 either through Sonara's automated application system, which helps you submit applications 10X faster with minimal effort, or by applying manually using the direct link on the job page.