Macro Quantitative Researcher

About the Team:A well-established quantitative portfolio management team at Point72 is looking for an experienced quantitative professional in the intraday to mid frequency systematic macro space. The candidate will be given the resources and support to drive the build out and expansion of the quantitative macro business.Role:Perform rigorous and innovative research to develop systematic signals for global macro (futures, FX, etc.) marketsWork with price-volume and alternative data at intraday to multiday (up to 2-3 weeks) horizons in the mid-frequency spaceParticipate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementationWork in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasetsResponsibilities:Develop systematic trading models across global futures (equity indices, commodities and fixed income) and/or FX marketsAlpha idea generation, backtesting, and implementationEvaluate new datasets for alpha potentialContribute to and enhance portfolio optimization, allocation and risk management processesHelp drive the growth of the investment process and research capabilities of the teamAssist in building, maintenance, and continual improvement of production and trading environmentsRequirements: MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics4+ years of signal research or portfolio management experience in futures markets and/or FX as part of a successful proprietary trading team with a track recordPrior professional experience with signal combination, portfolio optimization and risk managementDemonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, PandasCollaborative mindset with strong independent research abilitiesCommitment to the highest ethical standards