Job 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/Responsibilities:
Perform rigorous and innovative research to develop systematic signals for global macro (futures, FX, etc.) markets, with a focus on market microstructure signalsPerform feature engineering with order book tick data at intraday to daily horizonsPerform feature combination using various modeling techniques ranging from linear to machine learning modelsParticipate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementationHelp drive the growth of the investment pro...
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