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Point72

Quantitative Researcher at Point72

New York, ChicagoFull-timeQuant ManagementPosted about 1 month ago

About the Role

<p><strong>ABOUT CUBIST</strong></p> <p>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.</p> <p><strong>RESPONSIBILITIES</strong></p> <ul> <li>Perform rigorous applied research to discover systematic anomalies in equities markets</li> <li>Present actionable trading ideas and enhance existing strategies</li> <li>Identify short term opportunities in the high frequency/intraday space</li> <li>Participate in end-to-end development (i.e. data orchestration, alpha idea generation, simulation, strategy implementation, and performance evaluation)</li> <li>Contribute towards the team’s research tooling and its efficiency</li> <li>Help establish a collaborative mindset and shared ownership</li> </ul> <p><strong>REQUIREMENTS</strong></p> <ul> <li>Bachelor’s degree or higher in mathematics, statistics, computer science, or similar quantitative discipline</li> <li>3+ years of work experience in systematic alpha research in equities using high frequency/intraday data</li> <li>Fluency in data science practices, e.g., feature engineering, signal combining</li> <li>Technically comfortable handling large datasets</li> <li>Comfortable coding in both C++ and Python in a Linux environment</li> <li>Exposure working with cloud computing platforms such as AWS</li> <li>Highly motivated and willing to take ownership of his/her work</li> <li>Collaborative mindset with strong independent research ability</li> <li>Commitment to the highest ethical standards</li> </ul> <p>&nbsp;</p>