Microstructure Quantitative Researcher jobs in United States
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Point72 · 23 hours ago

Microstructure Quantitative Researcher

Point72 is a well-established quantitative portfolio management team looking for an experienced quantitative professional to develop and trade systematic macro strategies. The role involves conducting rigorous research to create systematic signals for global macro markets, focusing on market microstructure.

Asset ManagementFinanceFinancial Services
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Growth Opportunities
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H1B Sponsor Likelynote

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

Qualification

Quantitative researchMarket microstructureStatistical modelingPythonTick data analysisIndependent researchEthical standardsCollaborative mindset

Required

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

Company

Point72 invests in multiple asset classes and strategies worldwide.

H1B Sponsorship

Point72 has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (64)
2024 (42)
2023 (48)
2022 (35)
2021 (42)
2020 (34)

Funding

Current Stage
Late Stage
Total Funding
$45.17M
2012-06-15Series Unknown· $45.17M

Leadership Team

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Nanssia Fragoudaki
Chief Operating Officer for Technology
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Sam Wadhams
Senior Manager, Corporate Communications
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Company data provided by crunchbase