Quantitative Researcher at Point72

Point72 is seeking a Quantitative Researcher to join their internal alpha capture (IAC) team. The IAC team focuses on creating and implementing scalable long/short equity investment strategies, utilizing insights from portfolio managers and analysts and applying sophisticated risk management and portfolio construction techniques. This role offers an opportunity for students and researchers to apply quantitative finance, behavioral finance, and statistics to practical investment challenges within an equity portfolio management platform.

The responsibilities include end-to-end quantitative research project management, covering data exploration, cleaning, and management, research hypothesis testing, statistical/regression modeling, simulation analysis, and presentation of results.

Responsibilities:

• End-to-end quantitative research project management including data exploration, cleaning and management
• Research hypothesis testing based on economic rationale
• Statistical/regression modeling
• Realistic simulation analysis
• Presentation of results to the broader group

Desirable candidates will have:

• Undergraduate, Masters, or PhD candidates or higher in finance, computer science, mathematics, or other quantitative discipline
• Strong analytical and quantitative skills, particularly related to quantitative equity investing
• Sound economic intuition when it comes to validating investment hypotheses
• Solid regression modeling foundations (linear, ridge, logit, etc.)
• Familiarity with fundamental data (estimates, actuals) and databases (compustat, ibes)
• Familiarity with commercial factor models (Barra, Axioma, etc.)
• Strong python skills, particularly in data manipulation and regression modeling
• Familiarity with SQL and version control (GIT)
• Commitment to the highest ethical standards