Point72 Machine Learning Specialist
New York, NY

Job Description

Job Description

Point72 is looking for researchers to focus on alpha extraction and building models from our financial datasets and internal analyst models. The candidate should possess an expert knowledge of advanced statistical and machine learning techniques and be highly proficient in programming. The candidate will touch all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, implementation, backtesting, and performance monitoring.

Job Responsibilities

* Conduct quantitative research, focusing on, but not limited to, applying advanced statistical learning methods to diverse data sets in order to build robust models for forecasting stock risk and returns
* Model the performance of fundamental investors
* Build efficient tools and scalable systems for the team
* Idea generation, backtesting and implementation
* Evaluate new datasets for potential inclusion in our investment models

Requirements

* MS, PhD or PhD candidates in machine learning, statistics, mathematics, computer science, or other quantitative disciplines
* Extensive academic and/or professional experiences in advanced statistics/machine learning and data mining required
* Understanding of and experience with mapping domain problems into algorithms
* Strong programming skills
* Highly motivated, willing to take ownership
* Thrive working both independently and collaboratively within a team
* Good communication skills, willing to engage other team members in fostering a strong collaborative team-oriented research environment

Preferred

* Experience with Python data ecosystem
* Knowledge of SQL
* Understanding of modern ML (Deep Learning)
* Bayesian/hierarchical modeling experience