Microstructure Quantitative Researcher

About the job

About the Team: A well-established quantitative portfolio management team at Point72 is looking for an experienced quantitative professional to develop and trade systematic macro strategies, with a focus on market microstructure. The candidate will be given the resources and support to drive the build out and expansion of the quantitative macro business. Role/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…