Quantitative Researcher
About Cubist
Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
Role
Entry-Level Quantitative Researchers are responsible for conducting rigorous quantitative research with a focus on predictive modelling. You will collaborate with other researchers to work on monetization of quantitative trading strategies, exploring state-of-the-art portfolio construction techniques. Successful hires will ultimately become thought leaders within our collaborative research group.
Responsibilities
- Conduct original research in quantitative portfolio management.
- Manage all aspects of the research process, including idea generation, data analysis, hypothesis testing, and implementation.
- Follow, digest and analyze the latest academic research.
- Build analytical tools to supplement our shared research framework.
Requirements
- 2 years of professional work experience or PhD in a quantitative discipline: econometrics, mathematics, statistics, physics, computer science.
- Programming in Python (or comparable language) and working knowledge of SQL.
- Fluency in data science practices, e.g. feature engineering. Experience with machine learning is a plus.
- Highly motivated, curious, and critical thinker.
- Willingness to take ownership of his/her work.
- Ability to work both independently and collaboratively within a team.
- Prior experience in the financial services industry is not required.
- Commitment to the highest ethical standards.
