Point72 Internal Alpha Capture (IAC) is developing scalable quantitative equity trading signals that leverage rigorous research, state-of-the-art machine learning methods, a broad range of public and proprietary data sources, and unparalleled computing power.
Requirements
- Proficient in Python or C++
- Proficient in Linux environment
- Demonstrated ability to conduct independent research utilizing machine learning over large, possibly noisy, data sets.
Responsibilities
- Conducting full pipeline signal research, from ideation, via implementation and backtesting, to eventual application.
- Adapting and extending existing results in the broad field of machine learning; conducting novel research as needed to potentially develop new signals that may enhance portfolio returns.
- Analyzing very large data sets to extract features useful for predictive models.
- Providing research assistance to the team.
- Helping improve the team’s research infrastructure.
Other
- Masters or PhD candidates in machine learning, computer science, finance, mathematics, or other quantitative disciplines.
- Strong analytical and quantitative skills, and detail-oriented mindset.
- Excellent written and verbal communication skills, willing to proactively engage other team members in helping to foster a highly collaborative, team-oriented research environment.
- Willing to take ownership of his/her work, working both independently and within a collaborative team.
- Commitment to the highest ethical standards.
