Point72 / Cubist
Quantitative Researcher - Macro
$150K–$200K
New York +1 · Full-time · Posted Aug 15, 2024
- Location
- New York
New York, New York, United States - Education
- Master’s or PhD in mathematics, statistics, physics, or another quantitative discipline.
About the job
Conduct mid-frequency systematic macro research and develop trading strategies across liquid markets.
What you'll do
- Develop trading models and generate, backtest, and implement alpha ideas.
- Evaluate datasets, improve strategies and portfolio optimization, and monitor execution.
- Help maintain production and trading environments and advance the team’s research infrastructure.
What they ask for
- Experience in quantitative trading, ideally in FX or futures.
- Experience with alpha research, portfolio construction, and optimization.
- Experience building predictive signals and strong data exploration, dimension reduction, and feature engineering.
- Proficiency in Python and machine-learning tools.
Nice to have
- A PhD in statistics or machine learning.
- Experience managing and running risk.
Pay
$150,000-$200,000 USD base salary
Tools
Python, numpy, pandas, scikit-learn, OLS, MLS, Ridge, Lasso
Model-written summary · the original posting is authoritative