Point72 Asset Management is looking for a Quantitative Researcher or Senior Quantitative Researcher to contribute to its core business and to develop new areas of expertise. The candidate should possess outstanding empirical research skills, expert-level knowledge of statistical techniques, and competence in programming. The candidate is responsible for conducting quantitative finance research with a focus on alpha extraction from high volume and/or non-structured datasets. Handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, implementation, backtesting, and performance monitoring.
· Be a member of the research team and help drive and deliver on the team’s growing research agenda.
· Alpha idea generation, backtesting and implementation
· Improvement of existing strategies and portfolio optimization
· Evaluating new datasets for alpha potential
· Participation in maintenance and improvement of production and trading environment
· MS, PhD or PhD candidates in mathematics, statistics, quantitative finance, physics, computer science, or other quantitative discipline.
· Academic and/or professional experiences in advanced machine learning and data mining strongly preferred.
· For Senior Quantitative Researcher only: Minimum of 3 years of work experience as a quantitative researcher in a mid-frequency or high-frequency team (holding period below 1 month) trading equities, with hands on experience developing, researching or implementing quantitative equities models. Senior Quant Researcher candidate must have 5 years or more of experience. Fresh graduates will be considered for the junior quant researcher position; prior internship experience in this industry strongly preferred.
· Demonstrated ability to conduct independent research utilizing large data sets, including, but not limited to, intraday tick data.
· Hands on experiences applying advanced machine learning methods to quantitative equities research highly preferred.
· Experience with natural language processing techniques a plus.
· Possesses good intuition for conducting empirical financial research and strong analytical, econometrics and quantitative skills.
· Experience in intraday alpha signal research a strong plus.
· Experience with large-scale portfolio optimization and multi-period optimization a strong plus.
· Must have strong programming skills in multiple languages such as Python, SQL, Matlab, Java,, C++, and R.
· Highly motivated, willing to take ownership of his/her work.
· Thrive working both independently and collaboratively within a small team.
· Effective communicator of research ideas and willing to proactively engage other team members in fostering a strong collaborative team-oriented research environment.
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