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

A new Cubist portfolio management team specializing in the systematic trading of equities is looking for a Quant Researcher whose core focus will be working on mid-frequency alpha strategies. Joining the team will provide a unique opportunity to be involved with the early stages of a product launch and develop within a growing team.

Responsibilities

• • Perform rigorous and innovative research to discover systematic anomalies in the equities market

• • End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation

• • Identify and evaluate new datasets for stock return prediction

• • Maintain and improve portfolio trading in a production environment

• • Contribute to the analysis framework for scalable research

Requirements

• • MS or PhD in a quantitative discipline

• • 0-2 years of professional work experience

• • A background in financial markets is not necessary, but an interest in the field is essential

• • Proven expertise in Python and handling large datasets

• • Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus

• • Highly motivated, curious, and critical thinker

• • Collaborative mindset with strong independent research abilities

• • Commitment to the highest ethical standards