Quantitative Research Intern

Point72 is recruiting for Quantitative Research Intern in New York, Seattle. This listing was last seen on the firm's own job board on August 22, 2026.

A multi-manager fund whose academy programmes are the clearest structured entry route on the buy side.

What sets Point72 apart: Academy programmes that take candidates with no prior finance experience. Discretionary and systematic sides hire on different criteria. Cubist is the systematic arm and runs its own quant process.

Related preparation: Quantitative Researcher (QR) Career Roadmap, Machine Learning Quant Career Roadmap, Quant Strategist (Desk Quant) Career Roadmap, Quant Data Scientist (Alternative Data) Roadmap, Quant Research Ops (MLOps) Roadmap and Financial Data Scientist Career Roadmap.

The role, as Point72 describes it, published on August 15, 2024 and reproduced from their job board:

This is an opportunity for students and researchers of advanced data modeling and statistical learning methods to apply these techniques to market prediction and systematic trading.

Pre-process (validate, clean, normalize, reduce dimension) very large data sets for model estimation and event studies

Identify features and relationships useful for the predictive modeling of market dynamics

MS, or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline

Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl

Strong analytical and quantitative skills

Demonstrated interest in financial markets and systematic trading

Clear, concise, and proactive communicator

Detail-oriented

Willing to take ownership of his/her work, working both independently and within a small team