Role at a glance
- Salary
- Not Disclosed
- Location
- New York, United States New York, New York, United States
- Work arrangement
- On-site
- Employment
- Full-time
- Experience
- 1+ years of work experience in systematic alpha research in equities Experience developing short term alpha signals (intraday or a few days) is a plus
- Education
- MS or PhD in physics, engineering, statistics, applied math, quantitative finance or other quantitative fields with a strong foundation...
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Role Summary
The Equity Quantitative Researcher conducts systematic research to discover equity market anomalies and develops alpha ideas through to production implementation. The role also evaluates datasets for stock return predictions and maintains and improves a production portfolio.
What You'll Do
- Research systematic anomalies in equity markets.
- Develop strategies end to end, including alpha idea generation, data processing, backtesting, optimization, and production implementation.
- Identify and evaluate datasets for stock return predictions.
- Maintain and improve the production portfolio trading.
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View full postingQualifications
Requires an MS or PhD in a quantitative field with a strong foundation in statistics, at least 1 year of systematic equity alpha research experience, proficiency in R or Python, command of applied statistics, linear algebra, and time series models, ability to process large raw data sources, and strong knowledge of financial markets. Also seeks motivation, ownership, collaboration, and independent research ability.
Preferred
- Experience developing short term alpha signals (intraday or a few days) is a plus
Original job description
Content provided by the employer
Original job description
Content provided by the employer
ROLE/RESPONSIBILITES
- Perform rigorous and innovative research to discover systematic anomalies in equity market
- End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization and production implementation
- Identify and evaluate new datasets for stock return predictions
- Maintain and improve the portfolio trading in production environment
REQUIREMENTS
- MS or PhD in physics, engineering, statistics, applied math, quantitative finance or other quantitative fields with a strong foundation in statistics
- 1+ years of work experience in systematic alpha research in equities
- Experience developing short term alpha signals (intraday or a few days) is a plus
- Demonstrated proficiency in R or Python
- Strong command of foundations of applied statistics, linear algebra, and time series models
- Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources
- Strong knowledge of financial markets
- Highly motivated, willing to take ownership of his/her work
- Collaborative mindset with strong independent research ability
About the company
Point72
Large Enterprise
Point72 is a global asset management firm that invests across various asset classes, primarily focusing on equity and credit markets. Founded by Steven A. Cohen in 2014, the firm leverages advanced data analytics and extensive research to drive investment decisions and deliver superior returns for its clients. With a commitment to collaboration, innovation, and professional development, Point72 cultivates a dynamic work environment where talented individuals can thrive in the fast-paced financial landscape. The company fosters a culture of integrity and accountability, aiming to contribute positively to the communities it serves.