A Taipei based company is seeking a Macro Quant Researcher. The role involves developing macro-focused systematic trading strategies in liquid secondary markets and conducting research to identify data-driven signals and market inefficiencies. The researcher will collaborate with team members on research and development initiatives.
Responsibilities:
Develop macro-focused systematic trading strategies in liquid secondary markets.
Conduct research to identify data-driven signals and market inefficiencies.
Collaborate with team members on research and development initiatives.
Requirements:
B.S., M.S., or Ph.D. degree in economics, finance, computer science, physics, or other quantitative discipline.
2+ years of experience in quantitative research or systematic trading at a bank, hedge fund, or asset manager.
Experience with systematic trading strategies for any secondary market product (e.g., Taiwan index futures, BTC, etc.) using tools beyond Excel or MultiCharts.
Proficiency in Python or C++ and familiarity with database query languages (SQL or NoSQL).
Demonstrable ability to conduct independent research utilizing large datasets.
Detail-oriented, willingness to take ownership of his/her work, and ability to work both independently and within a small team.
Point72 is a global alternative investment firm employing fundamental and systematic investing strategies across diverse asset classes and geographies. The company focuses on delivering superior returns for its investors, supported by a technology group that enhances IT infrastructure and embraces open-source solutions and agile methodologies. Point72 cultivates an investor-led culture, prioritizing innovation and attracting top talent while investing in employee growth, well-being, and career development.