New York
2 years agoJob Overview
Pay
Not disclosedJob description
- Location:
- New York
- Work arrangement:
- On-site
Equity Quantitative Researcher at Point72 in New York.
Role Summary
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
- Role:
- Equity Quantitative Researcher
Company profile
Point72
point72.comPoint72 is a global alternative investment firm led by Steven A. Cohen that deploys fundamental equities, systematic, macro, private credit and venture capital strategies. Building on more than 30 years of investing experience, it invests across asset classes and geographies on behalf of its investors. Wikipedia describes Point72 Asset Management as an American hedge fund that began as a family office and reopened to external investors in 2018. Its office is located in Stamford, Connecticut, and it runs the Point72 Academy to develop analysts and portfolio managers.
- Headquarters
- Stamford, Connecticut, United States
- Founded
- 1992
- Founders
- Steven A. Cohen
