Quantitative Researcher

Chicago, New York
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

 

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