Microstructure Quantitative Researcher

Point72 is hiring a Microstructure Quantitative Researcher in New York, United States. Level rates it ; you can apply on Point72.

Level's read on this job

Level rates this role Little AI ●○○○: aI is not part of the work.
Tools and skills the posting cites include scikit-learn.
Level classifies it as a mid-level role.
Level lists 199 other open roles at Point72.

AI in this role

scikit-learn

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, modelling, and monetization
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

How we rate this

Microstructure Quantitative Researcher at Point72 rates 22 out of 100 for how much of the daily work is AI. That makes it Little AI (AI Level 1 of 4). The level is about AI in the job, not seniority.

Classification

Little AI. AI is not part of the work.

●●●● Builds AI80 to 100
●●●○ Works on AI60 to 79
●●○○ Uses AI40 to 59
●○○○ Little AI0 to 39

Levels come from how often the tools, models and workflows of the role are named in the posting itself. Read the description and count the AI tools, models and workflows it names.