Equity Quantitative Researcher

Point72

New York, United States
On-site
Systematic anomalies in equity market
Alpha idea generation
Strategy backtesting
Perform rigorous and innovative research to discover systematic anomalies in equity markets

Job Summary

  • Perform rigorous and innovative research to discover systematic anomalies in equity markets.
  • Responsible for end-to-end development including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation.
  • Identify and evaluate new datasets for stock return predictions and maintain and improve the portfolio trading in production environment.

Matching Summary

Perform rigorous and innovative research to discover systematic anomalies in equity markets.

Skills & Requirements

Must-have

  • systematic anomalies in equity market
  • alpha idea generation
  • strategy backtesting
  • Python or R proficiency
  • applied statistics
  • linear algebra
  • time series models

Nice-to-have

  • short term alpha signals
  • collaborative mindset
  • independent research ability
  • take ownership of work

Key Requirements

  • MS or PhD in quantitative fields
  • 1+ years systematic alpha research
  • Strong knowledge of financial markets

Work Rights

Not specified

Tailored Resume

Cover Letter