Microstructure Quantitative Researcher
Company: Point72
Location: New York City
Posted on: April 1, 2026
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Job Description:
About the Team: A well-established quantitative portfolio
management team at Point72 is looking for an experienced
quantitative professional to develop and trade systematic macro
strategies, with a focus on market microstructure. The candidate
will be given the resources and support to drive the build out and
expansion of the quantitative macro business.
Role/Responsibilities: Perform rigorous and innovative research to
develop systematic signals for global macro (futures, FX, etc.)
markets, with a focus on market microstructure signals Perform
feature engineering with order book tick data at intraday to daily
horizons Perform feature combination using various modeling
techniques ranging from linear to machine learning models
Participate in the research pipeline end-to-end, including signal
idea generation, data processing, modeling, strategy backtesting,
and production implementation Help drive the growth of the
investment process and research capabilities of the team Work in a
team of highly qualified and motivated individuals with access to a
cutting-edge research and trading infrastructure and clean datasets
Assist in building, maintenance, and continual improvement of
production and trading environments Requirements: MS or PhD in
physics, engineering, statistics, applied math, quantitative
finance, or other quantitative fields with a strong foundation in
statistics 4 years of experience in quantitative research, building
statistical models for intraday to daily trading, as part of a
successful proprietary trading team with a track record Knowledge
of market microstructure for futures and/or FX Prior experience
with tick data based feature generation, modelling, and
monetization Demonstrated proficiency in Python, R, or C/C++.
Familiarly with data science toolkits, such as scikit-learn, Pandas
Collaborative mindset with strong independent research abilities
Commitment to the highest ethical standards
Keywords: Point72, New York , Microstructure Quantitative Researcher, Executive , New York City, New York
