Point72 / Cubist
Macro Quantitative Researcher
New York +1 · Full-time · Posted Aug 15, 2024
- Location
- New York
New York, New York, United States - Experience
- 4+ years; signal research or portfolio management experience in futures markets and/or FX.
- Education
- MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or another quantitative field; no equivalent-experience alternative stated.
About the job
Research and implement systematic macro trading strategies in global futures and/or FX markets, from signal development through portfolio management and production deployment.
What you'll do
- Develop and backtest systematic trading models; assess datasets for alpha potential.
- Contribute to portfolio optimization, allocation, and risk management.
- Build, maintain, and improve production and trading environments.
What they ask for
- MS or PhD in a quantitative field with a strong foundation in statistics.
- 4+ years of signal research or portfolio management experience in futures and/or FX as part of a successful proprietary trading team with a track record.
- Professional experience with signal combination, portfolio optimization, and risk management.
- Proficiency in Python, R, or C/C++; collaborative mindset, independent research abilities, and commitment to high ethical standards.
Nice to have
- Familiarity with data science toolkits such as scikit-learn and Pandas.
Tools
Python, R, C/C++, scikit-learn, Pandas
Model-written summary · the original posting is authoritative