Quant jobs / Point72

Macro Quant Researcher

A systematic macro research position in Point72's Taipei team, developing data-driven strategies in liquid markets. It suits someone who has already traded or researched systematic strategies.

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.

Develop systematic macro strategies in liquid secondary markets such as Taiwan index futures
Look for data-driven signals and market inefficiencies
Backtest and refine strategies using proper research tooling
Work with teammates on shared research and development projects

What they ask for

Required

Bachelor's, master's or PhD in economics, finance, computer science, physics or similar
2+ years in quantitative research or systematic trading
Experience running systematic strategies on a secondary-market product
Python or C++
SQL or NoSQL
Independent research on large datasets

Education: Bachelor's, master's or PhD in economics, finance, computer science, physics or another quantitative discipline
Experience: 2+ years of quant research or systematic trading at a bank, hedge fund or asset manager
Languages and tools: Python
C++
SQL
Markets: futures, crypto

How to prepare

Build and backtest a trend or mean-reversion strategy on index futures in Python
Learn the mechanics of index futures, including roll, margin and contract specifications
Study regime changes and robustness checks in backtests
Practise SQL on large time-series tables

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.