# Microstructure Quantitative Researcher at Point72

Microstructure Quantitative Researcher at Point72 in New York. Posted January 21, 2026.

- Company: Point72
- Location: New York
- Experience: 4+ years
- Posted: 2026-01-21
- Apply: https://boards.greenhouse.io/point72/jobs/8384470002?gh_jid=8384470002
- Source: https://jobmagic.ai/jobs/microstructure-quantitative-researcher-point72-hztppj

## 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

## 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