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

The candidate will be responsible for some or all of parts of the research pipeline-including data processing, feature design, model training, portfolio construction and management, back-testing, and performance analysis. Successful researchers combine statistical analysis, machine learning techniques, intense passion, and curiosity to decipher the market, and aspire to gain great intellectual understanding and financial outperformance.

RESPONSIBILITIES

• Finding alphas in global equity markets by applying rigorous statistical analysis on technical data or alternative data sets. Performing hypotheses testing, feature design, and backtesting to improve on alpha ideas.
• Maintaining and improving the research pipeline, including alpha generation, portfolio construction, back-testing, and monetization.
• Maintaining and improving portfolio trading in production environments.

• Bachelors degree or higher in mathematics, statistics, computer science, or other quantitative discipline.
• 2+ years of experience in quantitative research. Experience in medium frequency equity research is a plus.
• Strong analytical and quantitative skills; solid knowledge in statistics, linear algebra, or machine learning.
• Proficiency in Python. Familiarity with scientific toolkits, such as Numpy and Pandas.
• Ability to work both independently and collaboratively within a team.
• Commitment to the highest ethical standards.