Cubist Portfolio Manager

The role

The person will design, research, and manage sophisticated investment strategies using quantitative financial computer modeling systems. They will manage portfolio risk, oversee automated trade execution, and supervise a small team of researchers and developers.

What you will do

• Dynamically managing portfolio risk by evaluating historical and real-time strategy performance
• Overseeing automated trade execution and monitoring transaction costs
• Supervising a small team of researchers and developers on a daily basis
• Designing, researching, and managing sophisticated investment strategies
• Creating and engineering advance quantitative financial computer modeling systems
• Performing research to acquire historical and production data sources
• Designing and developing quantitative mathematical algorithms
• Engineering investment models to make buy and sell recommendations
• Using quantitative models to value securities
• Conducting ongoing quantitative research and analysis

Required qualifications

• Advance degree (Masters or Ph.D.) in a computational or analytical field
• Minimum of 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX
• Hands on experience with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring
• Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior

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.