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/RESPONSIBILITIES:

Perform rigorous applied research to discover systematic anomalies in liquid futures markets

Present actionable trading ideas and enhance existing strategies

Identify short term opportunities in the high frequency/intraday space and be able to monetize them

Conduct and participate in end-to-end development, data orchestration, alpha idea generation, simulation, strategy implementation, and performance evaluation

Contribute towards the team’s research tooling and its efficiency

Help establish a collaborative mindset and shared ownership

REQUIREMENTS:

Advanced degree in mathematics, statistics, computer science, or similar quantitative discipline

5+ years of work experience in systematic alpha research in liquid futures using high frequency/tick data

Fluency in data science practices, e.g., feature engineering, signal combining

Technically comfortable handling large datasets

Comfortable with C++ and Python in a Linux environment with AWS exposure

Highly motivated, willing to take ownership of his/her work

Collaborative mindset with strong independent research ability

Commitment to the highest ethical standards