Point72
Quantitative Researcher, Trading Research
New York. Posted 27 months ago
The role
This person will research and develop in-house trading strategies. They will conduct quantitative research on market microstructure to improve trading algorithms and identify market anomalies.
What you will do
- Research and develop in-house trading strategies
- Conduct quantitative research on market microstructure
- Improve trading algorithm and identify market anomalies
- Develop and maintain predictive models to optimize trade execution and minimize transaction costs
- Collaborate with cross-functional teams to design and implement solutions for trading strategies
- Stay current and report on changes in market microstructure
Required qualifications
- Master's degree or higher in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, or a related discipline
- A minimum of 2 years of experience in quantitative research, building statistical models for intraday study
- Solid understanding of market impact
- Proficiency in programming languages such as Python and C++
- Commitment to the highest ethical standards
Nice to have
- Experience in AWS
- Strong knowledge in macro products, including FX and bonds
About the company
point72