Quantitative Researcher

Perform rigorous and innovative research to discover systematic anomalies in global macro markets (futures, FX, etc.) Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in mid frequency trading space Perform feature combination and monetization using various modeling techniques Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation Maintain and improve portfolio trading in a production environment Contribute to the analysis framework for scalable research

Requirements

• Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
• 2-6 years of signal research experience in macro trading as part of a trading team
• Specialization in swaps, fixed income, or commodities trading a plus.
• Prior professional experience with feature engineering, modeling, or monetization
• Ability to efficiently format and manipulate large, raw data sources
• Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
• Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
• Collaborative mindset with strong independent research abilities
• Commitment to the highest ethical standards

Apply on Point72's site