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Quantitative Researcher - Macro

Point72 Asset Management - New York

Posted Aug 15, 2024

Benefits

Parental leave
Not verified
Non-birth-parent leave
Not verified
Family-building benefits
  • Fertility benefits: Not verified
  • Adoption assistance: Not verified
  • Surrogacy assistance: Not verified
Mental health support
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Relocation assistance
Not verified
Childcare support
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Learning budget
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Verification
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Salary
$150K-$200K From the posting source checked Jun 20, 2026
401(k) match
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Market context

U.S. role benchmark (BLS OEWS)
$111,944 U.S. median for this role
Projected growth (BLS Employment Projections)
+13.7% - Much faster than average

56% above the BLS role benchmark for data and ml aggregate.

Matched to SOC 15-1252 - Data and ML aggregate by role bucket.

Source: U.S. Bureau of Labor Statistics, OEWS, May 2024 and Employment Projections, 2024-2034.

Role

Role function
Data From the posting source checked Jun 20, 2026
Seniority
Mid From the posting source checked Jun 20, 2026

Schedule

Shift type
Not verified
Weekend work
Not verified

Company

Equity
Offered From the posting source checked Jun 20, 2026

Application

Cover letter
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Assessment
Not verified
Deadline
Not stated

Where they hire

State eligibility is not yet verified.

About this role

Quantitative Researcher - Macro New York About Cubist Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. Role Quantitative researcher to help build out a systematic macro (futures, FX, and vol) strategies. Core focus will be working on mid-frequency alpha strategies. Job Description - Develop systematic trading models across FX, commodities, fixed income, and equity markets - Alpha idea generation, backtesting, and implementation - Assist in building, maintenance, and continual improvement of production and trading environments - Evaluate new datasets for alpha potential - Improve existing strategies and portfolio optimization - Execution monitoring - Be a core contributor to growing the investment process and research infrastructure of the team Desirable Candidates - Masters or PhD in mathematics, statistics, physics or other quantitative discipline. PhD in statistics or machine learning is a plus - Experience in quantitative trading, ideally in FX or futures - Experience with alpha research, portfolio construction and optimization - Experience building statistical/technical, fundamental, and data driven signals - Experience synthesizing predictive signals for both cross-sectional and time-series models - Strong experience with data exploration, dimension reduction, and feature engineering - Thorough understanding of and comfort using a variety of regression techniques-including OLS, MLS, Ridge, Lasso, and Bayesian inference-as well as techniques for dealing with

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