Quant jobs / Point72

Quantitative Researcher – Macro

A researcher role helping Cubist build a systematic macro book across futures, FX and volatility. The focus is mid-frequency alpha.

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 models for FX, commodities, rates and equity markets
Backtest and implement new alpha ideas
Evaluate new datasets for predictive value
Improve existing strategies and portfolio construction
Help monitor execution and the research infrastructure

What they ask for

Required

Masters or PhD in maths, stats, physics or similar
Quantitative trading experience, ideally FX or futures
Alpha research and portfolio optimisation
Cross-sectional and time-series signals
Regression methods (OLS, ridge, lasso, Bayesian)
Python data science stack

Preferred

PhD in statistics or ML
Experience managing risk

Education: Masters or PhD in maths, statistics, physics or another quantitative discipline.
Experience: Prior quantitative trading experience, ideally in FX or futures.
Languages and tools: Python
NumPy
pandas
scikit-learn
Markets: fx, futures, options, commodities, fixed-income, equities

How to prepare

Build and backtest a cross-asset trend and carry model in Python
Study regression diagnostics: autocorrelation and heteroskedasticity
Learn portfolio construction with risk constraints
Practise feature engineering and dimension reduction on macro data

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.