Point72 Asset Management, L.P. – Research Analysts – New York, NY. Conduct quant. financial research for equities w/ focus on creating stat. & predictive models. Inspired by many sources, academic pubs., observation, stat. analysis, & news, apply stat. analysis, machine learning & advanced quant. techniques to make new trading strategies & improve trading strategies. Use programming skills, such as Python, SQL, Matlab, & R to write script to translate idea to systematic trading strategies. Perform research in methodology selection, data collection, data analysis, testing & prototyping. Trading strategies back testing & trading performance monitoring. Conduct research in advanced portfolio construction & equity factor risk models. Implement & experiment the research idea to help generate better risk-return strategies & better portfolios. Research & analyze large data sets. Must possess at least master’s in Fin. Eng., Stats, Ops. Res., Math or rel. quant. fld. Also at least 6 mo’s of work exp. as Research/Financial Intern. Demonstratable exp. w/: translating research idea into systematic trading strategies, w/ min. 1 self-dev trading strategy; w/ stat. modeling, machine leaning & advanced quant techniques; w/ researching, developing & implementing quant models for equities for a financial service inst; w/ programming/using Python, SQL, MatLab, & R; w/ perform stat analysis of historical data from markets to build quant. models; w/ conduct independent research using large data sets; w/ portfolio construction & equity factor risk models. Resume to P72recruiting@gmail.com; Must reference job code: YLTZ092020.