Macro Quant Researcher Jobs

Role We are looking for an experienced Macro Quant Researcher to join our team in Taipei. 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. Commitment to the highest ethical standards.

Role: The Quant Researcher will report to a Stamford based Portfolio Manager and will focus on: Building, running, and maintaining power dispatch model for ERCOT and other major US ISOs Driving the model’s inputs and architecture to efficiently simulate power grid conditions and marginal pricing Continuously testing and improving the model, ensuring it accurately replicates historical conditions and effectively analyzes forward scenarios Communicating the model’s results and limitations to the wider investment team Responsibilities: Formulate and build a power dispatch model using Python and a commercial solver Collaborate with the PM to optimize model inputs and architecture Ensure the model replicates grid operations from historical conditions Suggest model improvements to decrease forecast error and improve scenario handling Regularly run the model and maintain up-to-date outputs in an internal database Communicate results and limitations to the wider investment team, including publishing results to team dashboards Requirements: Master or PhD in operations research, electrical engineering, applied mathematics, or a related quantitative field 5+ years of direct experience building power dispatch models (SCUC/SCED) using optimization solvers (Gurobi, CPLEX, etc.) Knowledge of power plant dispatch, grid operations (including capacity and AS obligations), and LMP pricing in US power markets Experience using SQL and timeseries databases Proficiency in Python and Git; additional

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.) markets Work with price-volume and alternative data at intraday to multiday (up to 2-3 weeks) horizons in the mid-frequency space Participate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets Responsibilities: Develop systematic trading models across global futures (equity indices, commodities and fixed income) and/or FX markets Alpha idea generation, backtesting, and implementation Evaluate new datasets for alpha potential Contribute to and enhance portfolio optimization, allocation and risk management processes Help drive the growth of the investment process and research capabilities of the team 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 quanti

About Cubist Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. Role Quantitative researcher to help build out a systematic macro (futures, FX, and vol) strategies. Core focus will be working on mid-frequency alpha strategies. Job Description Develop systematic trading models across FX, commodities, fixed income, and equity markets Alpha idea generation, backtesting, and implementation Assist in building, maintenance, and continual improvement of production and trading environments Evaluate new datasets for alpha potential Improve existing strategies and portfolio optimization Execution monitoring Be a core contributor to growing the investment process and research infrastructure of the team Desirable Candidates Masters or PhD in mathematics, statistics, physics or other quantitative discipline. PhD in statistics or machine learning is a plus Experience in quantitative trading, ideally in FX or futures Experience with alpha research, portfolio construction and optimization Experience building statistical/technical, fundamental, and data driven signals Experience synthesizing predictive signals for both cross-sectional and time-series models Strong experience

A CAreer with point72’s TECHNOLOGY TEAM As Point72 reimagines the future of investing, our Technology team is constantly evolving our firm’s IT infrastructure and engineering capabilities, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts who experiment and work to discover new ways to harness open-source solutions, modern cloud architectures, and sophisticated Artificial Intelligence (AI) solutions, while embracing enterprise agile methodologies. Our commitment to building and innovating in the AI space provides the framework intended to drive smarter decision making and enhance how we build and operate our platforms and applications. As a member of Point72’s Technology team, we encourage and support your professional development from day one, helping you advance your technical skills, contribute innovative ideas, and satisfy your own intellectual curiosity; all while delivering real business impact for our multi-billion-dollar global business. What you’ll do Help design, develop, and evolve a Python-based analytics platform used across our macro business. Shape Python APIs and user-facing interfaces that provide access to pricing, calibration, curve construction, scenario, valuation, and risk analytics across macro products and related derivatives. Design and deliver robust service interfaces and APIs that connect users, applications, and downstream systems to production analytics capabilities. Build and maintain analytics w

As Point72 reimagines the future of investing, our Technology team is constantly evolving our firm’s IT infrastructure and engineering capabilities, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts who experiment and work to discover new ways to harness open-source solutions, modern cloud architectures, and sophisticated Artificial Intelligence (AI) solutions, while embracing enterprise agile methodologies. Our commitment to building and innovating in the AI space provides the framework intended to drive smarter decision making and enhance how we build and operate our platforms and applications. As a member of Point72’s Technology team, we encourage and support your professional development from day one—helping you advance your technical skills, contribute innovative ideas, and satisfy your own intellectual curiosity—all while delivering real business impact for our multi-billion-dollar global business. WHAT YOU’LL DO • Lead the design, development, and evolution of a production C++ analytics library used across the our macro business • Build and maintain pricing, calibration, curve construction, scenario, valuation, and risk analytics for macro products and related derivatives • Extend the existing C++ analytics library and deliver major new components that improve architecture, performance, consistency, and long-term extensibility • Translate quantitative models and analyt

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,

Role: Point72 is looking for a Quantitative Researcher to join its Fund Flow Research team. The Fund Flow Group provides best in class flow and positioning indicators to help PMs, analysts, and traders across all investment functions understand their investment backdrop, better assess reward and risk, and identify alpha opportunities. Responsibilities : Create systematic trading strategies for macro and equity markets using proprietary flow and positioning datasets Conduct rigorous applied research to develop systematic signals for macro and equity markets, with a focus on investor flows and positioning Contribute to all aspects of the research and production process, including idea generation, hypothesis testing, portfolio construction, risk and transaction cost models, and P&L attribution Monitor, analyze and improve live trading P&L Collaborate with analysts and strategists to improve PM-facing content Requirements: Undergraduate, Master’s or PhD candidates in a technical field Demonstrated creativity and rigor in the research process Technically comfortable handling large datasets stored in AWS using Python Collaborative mindset Passion for research and financial markets Intellectual curiosity, exceptional attention to detail, and the ability to manage multiple projects and deadlines in a fast-paced environment Commitment to the highest ethical standards

Role/Responsibilities Research and develop in-house trading strategies, used by both discretionary and quantitative traders. Conduct quantitative research on market microstructure, applying knowledge to improve trading algorithm and identify market anomalies. Develop and maintain predictive models to optimize trade execution and minimize transaction costs, utilizing both linear and non-linear techniques. Collaborate with cross-functional teams, including portfolio managers and researchers, to design and implement solutions for the trading strategies. Stay current and report on changes in market microstructure. Requirements Master's degree or higher in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, or a related discipline. A minimum of 2 years of experience in quantitative research, building statistical models for intraday study. Solid understanding of market impact. Proficiency in programming languages such as Python and C++. Experience in AWS is preferred. Strong knowledge in macro products, including FX and bonds, is a plus. Commitment to the highest ethical standards. The annual base salary range is $125,000-200,000 (USD). Actual compensation offered to candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level among other things. Details about eligibility for bonus compensation (if applicable) will be finalized at the time of offer.

Role: Point72 is looking for a Quantitative Developer to join its Fund Flow Research team. The Fund Flow Group provides best in class flow and positioning indicators to help PMs, analysts, and traders across all investment functions understand their investment backdrop, better assess reward and risk, and identify alpha opportunities. Responsibilities : Partner with researchers to release high-quality production code Integrate AI into written content creation, internal client service, and team operations Develop generic frameworks to build flow datasets across equities, credit, and macro Troubleshoot and resolve production issues Requirements: Undergraduate degree or higher in a technical field Strong programming skills in Python Strong orientation towards team success and desire to mentor teammates Passion for technology and markets Strong written and verbal communication skills Intellectual curiosity, exceptional attention to detail, and the ability to manage multiple projects and deadlines in a fast-paced environment Commitment to the highest ethical standards

Quant Library Developer, Macro Technology. A Career with Point72’s TECHNOLOGY TEAM As Point72 reimagines the future of investing, our Technology team is constantly evolving our firm’s IT infrastructure and engineering capabilities, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts who experiment and work to discover new ways to harness open-source solutions, modern cloud architectures, and sophisticated Artificial Intelligence (AI) solutions, while embracing enterprise agile methodologies. Our commitment to building and innovating in the AI space provides the framework intended to drive smarter decision making and enhance how we build and operate our platforms and applications. As a member of Point72’s Technology team, we encourage and support your professional development from day one, helping you advance your technical skills, contribute innovative ideas, and satisfy your own intellectual curiosity; all while delivering real business impact for our multi-billion-dollar global business. What you’ll do Design, build, and extend core C# analytics services, APIs, and libraries used across the Macro business. Develop and operate high-performance distributed systems with strong guarantees around correctness, latency, and scalability. Build real-time and historical analytics services supporting pricing, risk, and global market data workflows. Design and maintain time-aware (historical and real-time) data models and services, ensuri

Quant/Developer Analyst for a Discretionary Macro Investment Team focused on Structured Products A Career with Point72’s Macro Team Point72’s Global Macro business is a scaled, global investment platform with more than two decades of experience trading across rates, FX, credit, volatility, and emerging markets. Operating across 10 offices worldwide, we have doubled our capital allocation and grown our number of teams fivefold since 2020. We combine deep asset-class expertise with a highly collaborative culture across macro, fundamental equities, and systematic strategies to drive differentiated investment performance and support long-term career growth for our talent. What you’ll do Help architect and maintain the infrastructure for Structured Products investing. Leverage internal and external partners to help with data infrastructure builds. Integrate alternative and traditional data sets to help streamline our analytic processes. Use Artificial Intelligence (AI) to enhance and optimize processes. Work with risk parameters based on High Yield Equivalent and quantitative processes within market-standard analytics platforms such as Bloomberg. Manage and assist in special projects within the CLO market. What’s required 3+ years at a sell-side firm in a trading or quantitative research role, or as a quant at a buy-side credit or mortgage-focused fund. Undergraduate degree or higher in computer science, economics, engineering, mathematics, physics, or statistics. Advanced knowled

About Cubist Cubist Systematic Strategies, an affiliate of Point72, is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. Job Description The Central Research Technology team, which builds strategic solutions for research and live trading of quantitative strategies across multiple frequencies and products, is seeking a highly talented intern to work with the team in January. This is a unique opportunity to help design and build the next generation of research and quant trading systems for Cubist. Desirable Candidates Undergraduate or graduate candidates in computer science or engineering Significant experience in Python and/or C++ Interest in open source research tools for data science and machine learning Basic knowledge of linux, git, conda, and CI processes Knowledge of cloud, databases and distributed or streaming compute is a plus Reasonable quantitative and statistical skills Experience with Finance preferred Clear, concise, and proactive communicator Detail oriented and quick learner in a fast-paced environment Team player with strong pride of ownership Commitment to the highest ethical standards

Summary We are seeking a highly motivated and detail-oriented Trader/Quant Analyst with a strong background in trading and data analysis to join our investment team. The ideal candidate will have at least 3 years of experience in convertible securities (or equity/FX/rates derivatives), relative value trading strategies, and quant data analysis. The role will combine active trading and risk management and quantitative analysis to identify and execute profitable opportunities in the convertible space. Role/Responsibilities: Identify relative value opportunities between convertible bonds, the underlying equity, and credit derivatives. Execute trades in convertible securities, related equities, and hedges in alignment with investment theses and risk parameters. Manage existing positions proactively, assessing changes in valuation, liquidity, and market sentiment. Conduct in-depth quant data analysis on the convertible bond universe, including historical pricing and valuation. Model and evaluate convertible securities across multiple scenarios, analyzing risks related to credit, interest rates, volatility, and equity sensitivity. Build front-office tools to analyze convert universe data for idea generation, trade optimization, and risk management. Coordinate with the portfolio manager and risk team to size positions appropriately and adhere to pre-defined risk limits. Track and analyze P&L drivers on a daily basis and provide attribution reports. Hedge exposures dynamically us

Role: An established quantitative portfolio management team at Point72 is looking for an experienced trader to oversee the team’s trading process, contribute to its core business, and develop new areas of expertise. This is an opportunity for candidates with expertise in systematic trading to take on a leading role on the front lines of the team’s investment process. Responsibilities: Oversight of international equities and macro systematic trading during European hours and provide backup coverage during US morning. Execute trades in rates instruments across global OTC markets. Build relationships and negotiate trades with liquidity partners to achieve best execution. Monitor and support portfolio construction, execution, connectivity, and related processes. Help conduct post-trading execution and transaction cost analysis and suggest ways to improve. Support the international implementation of internally developed algorithms and help monitor them for any trading issues. Requirements: 2+ years of work experience in algorithmic trading and exposure to systematic macro strategies, ideally with experience in futures, fixed income, FX, and exchange-traded global equities. Undergraduate or higher degree in computer science, statistics, applied mathematics, engineering, or other quantitative discipline. Familiarity with SQL and Python. Familiarity with vendor trading platforms including Tradeweb and Bloomberg. Detail-oriented and vigilant about potential operational risks. S