inhousefyi
← Back to listings

Macro Quantitative Researcher

Point72New York, New York, United States · Posted Aug 15, 2024
Full-timeEst. 150,000 USD
Apply now

Description

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

Similar jobs

Point72New York, New York, United States

Est. 150,000 USD

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 micros…

Full-time
Point72New York, New York, United States

Est. 175,000 USD

About Cubist Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
Trader5 months ago
Point72London, United Kingdom

Est. 80,000 GBP

Role: An established quantitative portfolio management team at Point72 is looking for an experienced trader to oversee the team’s trading process, contribute to its core business, and develop new areas of expertise. This…

Full-time
Point72New York, New York, United States

Est. 272,500 USD

Quant Library Developer, Macro Technology. A Career with Point72’s TECHNOLOGY TEAM As Point72 reimagines the future of investing, our Technology team is constantly evolving our firm’s IT infrastructure and engineering ca…

Full-time
Point72New York, New York, United States

Est. 140,000 USD

Role: Point72 is looking for a Quantitative Researcher to join its Fund Flow Research team. The Fund Flow Group provides best in class flow and positioning indicators to help PMs, analysts, and traders across all investm…

Full-time
Point72New York, New York, United States

Est. 150,000 USD

Quant/Developer Analyst for a Discretionary Macro Investment Team focused on Structured Products A Career with Point72’s Macro Team Point72’s Global Macro business is a scaled, global investment platform with more than t…

Full-time
Point72New York, New York, United States

Est. 120,000 USD

ROLE Point72 is looking for a Quantitative Analyst to join its Fund Flow Research team. The Fund Flow Group provides best in class flow and positioning indicators to help PMs, analysts, and traders across all investment…

Full-time
Point72Taipei, Taiwan

Role We are looking for an experienced Macro Quant Researcher to join our team in Taipei. Responsibilities Develop macro-focused systematic trading strategies in liquid secondary markets. Conduct research to identify dat…

Full-time
Point72London, United Kingdom

Est. 80,000 GBP

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
Point72Hong Kong, Hong Kong

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
Point72Bengaluru, India

JOB TITLE Support Engineer, Macro Technology A Career with point72’s Technology Team As Point72 reimagines the future of investing, our Technology group continuously enhances the firm’s IT infrastructure, positioning us…

Full-time
Point72Hong Kong, Hong Kong

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
WorldQuantTaipei, Taiwan

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platf…

Full-time
Point72New York, New York, United States

Est. 140,000 USD

Role: Point72 is looking for a Quantitative Developer to join its Fund Flow Research team. The Fund Flow Group provides best in class flow and positioning indicators to help PMs, analysts, and traders across all investme…

Full-time
Point72New York, New York, United States

Est. 120,000 USD

JOB DESCRIPTION Point72 Asset Management is seeking a Quantitative Analyst to join its Portfolio Construction & Analytics Team (PCAT) in the Office of the CIO. PCAT’s mandate is to study all drivers of success for Lo…

Full-time
Point72Singapore, Singapore

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
Point72London, United Kingdom

Est. 80,000 GBP

About Cubist Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
Point72Hong Kong, Hong Kong

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
Point72New York, New York, United States

Est. 150,000 USD

JOB RESPONSIBILITIES A highly collaborative, fast-growing team, Point72 Internal Alpha Capture (IAC) is developing scalable quantitative equity trading signals that leverage rigorous research, state-of-the-art machine le…

Full-time
Point72Singapore, Singapore

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
Point72New York, New York, United States

Est. 237,500 USD

Point72 is seeking a Quantitative Developer to join its Portfolio Construction and Analysis (PCA) team within the CIO office. ROLE Point72 is seeking a Quantitative Developer to join its Portfolio Construction and Analys…

Full-time
Point72Chicago, Illinois, United States

Est. 120,000 USD

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
Point72New York, New York, United States

Est. 150,000 USD

A Career with Point72's Compliance Team The Point72 Compliance department is an industry-leading team of compliance professionals who support global investment and trading activities by establishing and enforcing the fir…

Full-time
Point72New York, New York, United States

Est. 150,000 USD

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
SchonfeldHong Kong, Hong Kong

The Role We are seeking a talented and motivated Quantitative Researcher to join our dynamic systematic trading team. The ideal candidate will have a strong background in software development, a passion for technology, a…

Full-time
Point72New York, New York, United States

Est. 120,000 USD

Role: Point72 is looking for a Fund Flow Strategist to join its Fund Flow Research team. The Fund Flow Group provides best in class flow and positioning indicators to help PMs, analysts, and traders across all investment…

Full-time
Point72New York, New York, United States

Est. 120,000 USD

ROLE We're seeking an investment analyst to join a discretionary macro team focused on liquid credit. RESPONSIBILITIES Conduct rigorous fundamental bottom up credit research to identify attractive long/short investment o…

Full-time
Point72New York, New York, United States

Est. 175,000 USD

A CAREER WITH POINT72’S PORTFOLIO CONSTRUCTION & ANALYTICS TEAM Point72 is seeking an entry-level Quantitative Portfolio Analyst to join its Portfolio Construction & Analytics Team (PCAT) in the Office of the Chi…

Full-time
Point72Hong Kong, Hong Kong

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…

Full-time
Point72New York, New York, United States

Est. 120,000 USD

About the Team A highly collaborative, fast-growing team, Point72 Internal Alpha Capture (IAC) is developing scalable quantitative equity trading signals that leverage rigorous research, state-of-the-art machine learning…

Full-time