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Senior Macro Quantitative Researcher needed at Point72 in New York for systematic macro modeling.
Drive signal development, backtesting, and production in futures and FX across intraday to multi‑week horizons.
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