Quant jobs / Point72

Equity Quantitative Researcher

A systematic equity researcher role at Point72 working on new return-predicting signals. The researcher covers the whole path from idea to live trading.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Hunt for systematic anomalies in equity returns
Process data, backtest, optimise and put strategies into production
Test new datasets for their value in predicting stock returns
Maintain and improve the live trading portfolio

What they ask for

Required

Master's or PhD in physics, engineering, statistics, applied maths or quant finance
1+ year of systematic equity alpha research
R or Python
Applied statistics, linear algebra and time series
Cleaning large raw data
Knowledge of financial markets

Preferred

Short-horizon (intraday to a few days) signal experience

Education: Master's or PhD in physics, engineering, statistics, applied maths, quantitative finance or similar
Experience: 1+ year in systematic alpha research in equities
Languages and tools: Python
R
Markets: equities

How to prepare

Build an equity cross-sectional signal in Python with realistic costs and turnover
Review time-series models and common ways backtests mislead
Practise handling large raw price and fundamental datasets
Study short-horizon return predictability and how signals decay

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Point72’s site before applying: requirements, location and pay can change after we check them.

View the posting on Point72’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Point72 and doesn’t handle applications.