About the role
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
Aplyr's read
Point72 is a global asset management firm known for its multi-strategy investing and rigorous analyst programs, attracting driven professionals in finance and technology.
What's promising
- •Point72's multi-strategy approach offers diverse investment exposure and learning opportunities.
- •The firm invests heavily in technology, providing cutting-edge tools for employees.
- •Point72 Academy programs are renowned for developing top-tier investment professionals.
What to watch
- •The firm's high-performance culture may lead to intense work pressure.
- •Regulatory scrutiny is a constant concern due to past controversies.
- •Limited public information about work-life balance and employee satisfaction.
Why Point72
- •Point72 manages the personal capital of founder Steven A. Cohen.
- •The firm combines traditional and quantitative strategies in its investment approach.
- •Point72 offers specialized roles in macro technology and quantitative analysis.
Aplyr’s read is generated by AI from public sources. Was it useful?
About Point72
Point72 Asset Management is a global asset management firm that manages the capital of its founder, Steven A. Cohen, and certain employees. The firm employs a multi-strategy approach to investing, focusing on long/short equity, macroeconomic trends, and quantitative strategies.
