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About the role
<p><strong>ABOUT CUBIST</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>ROLE/RESPONSIBILITIES</strong></p>
<ul>
<li>Perform rigorous and innovative research to discover systematic anomalies in global macro markets (futures, FX, etc.)</li>
<li>Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in mid frequency trading space</li>
<li>Perform feature combination and monetization using various modeling techniques</li>
<li>Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation</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>REQUIREMENTS</strong></p>
<ul>
<li>Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics</li>
<li>2-6 years of signal research experience in macro trading as part of a trading team</li>
<li>Specialization in swaps, fixed income, or commodities trading a plus.</li>
<li>Prior professional experience with feature engineering, modeling, or monetization</li>
<li>Ability to efficiently format and manipulate large, raw data sources</li>
<li>Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas</li>
<li>Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques</li>
<li>Collaborative mindset with strong independent research abilities</li>
<li>Commitment to the highest ethical standards</li>
</ul>
<p> </p>
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