Quantitative Researcher

<p><strong><u>About Cubist</u></strong></p> <p>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.</p> <p><strong><u>Role:</u></strong></p> <p>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.</p> <p><strong><u>Responsibilities:</u></strong></p> <ul> <li>Perform rigorous and innovative research to discover systematic anomalies in the equities market</li> <li>End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation</li> <li>Identify and evaluate new datasets for stock return prediction</li> <li>Maintain and improve portfolio trading in a production environment</li> <li>Contribute to the analysis framework for scalable research</li> </ul> <p><strong><u>Requirements: </u></strong></p> <ul> <li>MS or PhD in a quantitative discipline</li> <li>0-2 years of professional work experience</li> <li>A background in financial markets is not necessary, but an interest in the field is essential</li> <li>Proven expertise in Python and handling large datasets</li> <li>Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus</li> <li>Highly motivated, curious, and critical thinker</li> <li>Collaborative mindset with strong independent research abilities</li> <li>Commitment to the highest ethical standards</li> </ul>