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