Quantitative Researcher

ABOUT CUBIST

Cubist Systematic Strategies is one of the world’s premier investment firms. The firm 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.

RESPONSIBILITIES

Perform rigorous applied research to discover systematic anomalies in equities markets

Present actionable trading ideas and enhance existing strategies

Identify short term opportunities in the high frequency/intraday space

Participate in end-to-end development (i.e. 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

Bachelor’s degree or higher in mathematics, statistics, computer science, or similar quantitative discipline

3+ years of work experience in systematic alpha research in equities using high frequency/intraday data

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

Technically comfortable handling large datasets

Comfortable coding in both C++ and Python in a Linux environment

Exposure working with cloud computing platforms such as AWS

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

Collaborative mindset with strong independent research ability

Commitment to the highest ethical standards