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Point72

Equity Quantitative Researcher at Point72

New YorkFull-timeQuant ManagementPosted about 1 month ago

About the Role

<p><strong>ROLE/RESPONSIBILITES</strong></p> <p></p> <ul> <li>Perform rigorous and innovative research to discover systematic anomalies in equity market</li> <li>End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization and production implementation</li> <li>Identify and evaluate new datasets for stock return predictions</li> <li>Maintain and improve the portfolio trading in production environment</li> </ul> <p><strong>REQUIREMENTS</strong></p> <p><strong></strong></p> <ul> <li>MS or PhD in physics, engineering, statistics, applied math, quantitative finance or other quantitative fields with a strong foundation in statistics</li> <li>1+ years of work experience in systematic alpha research in equities</li> <li>Experience developing short term alpha signals (intraday or a few days) is a plus</li> <li>Demonstrated proficiency in R or Python</li> <li>Strong command of foundations of applied statistics, linear algebra, and time series models</li> <li>Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources</li> <li>Strong knowledge of financial markets</li> <li>Highly motivated, willing to take ownership of his/her work</li> <li>Collaborative mindset with strong independent research ability<strong></strong></li> </ul>