Quantitative Researcher at Point72

<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>&nbsp;</p>