Quantitative Finance Researcher
Cubist Systematic Strategies seeks a Quantitative Finance Researcher to independently conduct quantitative research on statistical and predictive models for systematic trading across multiple asset classes. Ideal candidates have an advanced degree in a quantitative field and programming skills in C++, C#, Java, or Python.
Responsibilities
- Conduct quantitative financial research with focus on statistical and predictive models
- Manage all aspects of research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring
About the role
Quantitative Researchers are responsible for independently conducting quantitative financial research with a focus on statistical and predictive models.
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
Quantitative Researchers are responsible for independently conducting quantitative financial research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
Desirable Candidates
- M.S., Ph.D., or Ph.D. candidates in finance, computer science, mathematics, physics, or other quantitative discipline.
- Programming in any of the following: C++, C#, Java, or Python.
- Strong analytical and quantitative skills.
- Keen interest in quantitative research and metrics driven decision making.
- Demonstrated ability to conduct independent research utilizing large data sets.
- Detail-oriented.
- Passion for spotting trends in data.
- Willingness to take ownership of his/her work, working both independently and within a small team.
- Ability to work under pressure.
Prior experience developing, researching, or implementing quantitative models for equities is preferred, but not required. We will provide training for new researchers without finance backgrounds.