Quant jobs / Point72

Quantitative Researcher, Trading Research

A trading research role that studies market microstructure to improve execution for both discretionary and quantitative traders at Point72. You would build predictive models that cut transaction costs.

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.

Research intraday microstructure and market impact
Build models to optimise execution and lower costs
Improve trading algorithms using findings
Work with portfolio managers on trading-strategy implementation
Track changes in market structure

What they ask for

Required

Master's or higher in a quantitative field
2+ years of intraday statistical modelling
Understanding of market impact
Python and C++
Linear and non-linear modelling

Preferred

AWS
Macro products such as FX and bonds

Education: Master's degree or higher in finance, maths, statistics, computer science or a related quantitative field.
Experience: 2+ years in quantitative research building statistical models on intraday data.
Languages and tools: Python
C++
Markets: fx, fixed-income, equities

How to prepare

Fit a simple market impact model on public trade and quote data
Study the square-root impact law and optimal execution (Almgren-Chriss)
Build an intraday predictive model with proper time-series validation
Learn how FX and bond market microstructure differs from equities

What to study

The HFT 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.