Point72 / Cubist
Quantitative Researcher, Trading Research
$125K–$200K
New York +1 · Full-time · Posted Aug 15, 2024
- Location
- New York
New York, New York, United States - Experience
- A minimum of 2 years.
- Education
- Master's degree or higher in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, or a related discipline.
About the job
Researches and develops trading strategies, market microstructure models, and execution algorithms to improve trading and reduce transaction costs.
What you'll do
- Develop in-house trading strategies and predictive models for trade execution.
- Research market microstructure and anomalies to improve trading algorithms.
- Collaborate with portfolio managers and researchers, and report on market microstructure changes.
What they ask for
- Master's degree or higher in a quantitative field.
- At least 2 years of quantitative research experience building statistical models for intraday study.
- Solid understanding of market impact.
- Proficiency in Python and C++.
Nice to have
- AWS experience.
- Knowledge of macro products, including FX and bonds.
Pay
$125,000-200,000 USD base salary
Tools
Python, C++, AWS
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