Cubist Quantitative Researcher

The role

The candidate will be responsible for parts of the research pipeline including data processing, feature design, model training, portfolio construction, back-testing, and performance analysis. This involves finding alphas in global equity markets using statistical analysis on technical or alternative data sets.

What you will do

• Finding alphas in global equity markets by applying rigorous statistical analysis on technical data or alternative data sets.
• Performing hypotheses testing, feature design, and backtesting to improve on alpha ideas.
• Maintaining and improving the research pipeline, including alpha generation, portfolio construction, back-testing, and monetization.
• Maintaining and improving portfolio trading in production environments.

Required qualifications

• Bachelors degree or higher in mathematics, statistics, computer science, or other quantitative discipline.
• 2+ years of experience in quantitative research.
• Strong analytical and quantitative skills.
• Solid knowledge in statistics, linear algebra, or machine learning.
• Proficiency in Python.
• Ability to work both independently and collaboratively within a team.
• Commitment to the highest ethical standards.

Nice to have

• Experience in medium frequency equity research

About the company

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange.