Point72 / Cubist
Microstructure Quantitative Researcher
New York +1 · Full-time · Posted Jan 21, 2026
- Location
- New York
New York, New York, United States - Experience
- 4+ years.
- Education
- MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or another quantitative field with a strong foundation in statistics.
About the job
Develop and trade systematic global macro strategies, focusing on market microstructure signals and taking research from signal generation through production implementation.
What you'll do
- Research systematic signals and engineer features from order book tick data at intraday to daily horizons.
- Combine features using linear and machine learning models; conduct data processing, backtesting, and production implementation.
- Help improve the team’s investment research capabilities and maintain production and trading environments.
What they ask for
- MS or PhD in a quantitative field with a strong foundation in statistics.
- 4+ years of quantitative research experience 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 feature generation, modeling, and monetization.
- 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
AI focus
Use machine learning models to combine features for systematic trading strategies.
Model-written summary · the original posting is authoritative