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Point72
Verified live 2d ago

Microstructure Quantitative Researcher

Brief overview

New York, New York, United StatesIn-person
MastersOr in progress
4+ yrsMinimum
135 H-1B approvalsDept. of Labor
43 green cardsCertified filings
PythonRC/C++scikit-learnPandasfeature engineeringmachine learningstatistical modelingmarket microstructure analysisorder book data analysissignal developmentbacktestingdata processing

About the company

Point72 invests in multiple asset classes and strategies worldwide.

Visa sponsorship history

4 years sponsoring, last filed FY2026

Data powered by U.S. Department of Labor. This does not guarantee sponsorship for this specific role.
135H-1B approved
99%approval rate
30new H-1B hires
43PERM certified
$222,500median wage / yr
H-1B Petition ApprovalsVisas USCIS actually granted: the strongest sign the company sponsors.
202361
202472
20252
LCA Certified ApplicationsAn early filing step, not a visa approval: it signals intent, not confirmed sponsorship.
202324
202417
202517
202625
Green Card (PERM) FilingsCertified green card filings: a long-term commitment to international hires.
202310
202412
202518
20263
Top sponsored roles
Quantitative Software DeveloperQuantitative Strategist, Macro TechnologyData AnalystIT Operations Engineer, Application SupportQuantitative Strategist, Treasury Quant Strategy
Sponsored employees from
ChinaIndiaUnited KingdomMalaysiaGermany

Job 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

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