# Microstructure Quantitative Researcher at Point72

> United States · Unspecified · Other · open. Source: https://alderhq.app/jobs/greenhouse%3Apoint72%3A8384470002 (read 2026-11-06).

## Facts (observed)

- Company: [Point72](https://alderhq.app/companies/point72)
- Location text: New York; New York, NY
- Where it can be done from (inferred): United States (evidence: "Location: New York; New York, NY")
- Posted: 2026-01-21 (289 days ago)
- First seen by alder: 2026-11-02 · last verified: 2026-11-04
- Reposted: 0 times · edited: 0 times
- Apply on the employer's site: https://boards.greenhouse.io/point72/jobs/8384470002?gh_jid=8384470002
- Skills listed (inferred): Python, C++

## Pay and sponsorship

- Posted pay: not posted
- Market band for similar posted roles (New York, n 2319): p25 $75k, median $120k, p75 $177k
- H-1B filings at this company for similar roles, FY26: 11, median offered wage $300k ([US DOL OFLC LCA disclosure data](https://www.dol.gov/agencies/eta/foreign-labor/performance))

## Description (the employer's text)

### 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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Data: alder (https://alderhq.app). Cite https://alderhq.app/jobs/greenhouse%3Apoint72%3A8384470002 and the date you read it. Observed facts come from the employer's own listing; location reach, level, family and skills are inferences.