Quantitative Researcher

ROLE

The internal alpha capture (IAC) team is focused on developing and implementing scalable long/short equity investment strategies that leverage insights from discretionary portfolio managers and analysts, using sophisticated risk management, portfolio construction and execution techniques. The team is looking for a Quant Researcher to join their central execution book.

RESPONSIBILITIES 

• Conduct quantitative research to develop and implement models for centralized trading.
• Build flow evaluation tools to analyze internal client orders and help design methods to improve net profitability.
• Collaborate with the execution research team and leverage machine learning techniques to develop market microstructure models aimed at reducing overall execution costs.
• Contribute to the development of the intraday trading and backtesting engine for a scalable portfolio construction process, including data generation, processing, and maintenance.
• Develop analytics frameworks to evaluate alpha signals, assess strategy backtesting results, and monitor live trading performance.

DESIRABLE CANDIDATES

• MS or PhD in mathematics, statistics, computer science, quantitative finance, or a related field.
• 2-5 years of work experience in systematic quantitative trading for cash equities. Experience with centralized execution or market making is a plus.
• Experience with mid-frequency alpha signals, market impact modeling, or portfolio optimization is preferred.
• Commitment to the highest ethical standards.

About Point72

Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth.