Microstructure Quantitative Researcher

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About this role

Microstructure Quantitative Researcher New York 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,

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