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Mid LevelFull-timePythonC++Machine LearningData Science
Salary Range
$51,000 - $69,000 /year
This salary is estimated based on similar roles. The actual salary may vary.
About the Role
A well-established quantitative portfolio management team at Point72 is seeking an experienced quantitative professional to develop and trade systematic macro strategies, with a focus on market microstructure. The candidate will have the resources and support to drive the build out and expansion of the quantitative macro business.
Key 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, modeling, and monetization
- ✓Demonstrated proficiency in Python, R, or C/C++. Familiarity with data science toolkits, such as scikit-learn, Pandas
- ✓Collaborative mindset with strong independent research abilities
- ✓Commitment to the highest ethical standards
