Equity Quantitative Researcher at Point72, New York, NY

Equity Quantitative Researcher at Point72 in New York, NY. Est. up to $200k. Apply with swipeandhired.

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