Cubist Portfolio Manager

Role Overview

Cubist Portfolio Manager at Point72, an affiliate of Cubist Systematic Strategies. Location not specified in source.

Company Overview

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 the effort is rigorous research into a wide range of market anomalies, fueled by unparalleled access to a wide range of publicly available data sources.

Role Purpose

To dynamically manage portfolio risk and oversee systematic trading operations while leading a team of researchers and developers to design, research, and manage sophisticated quantitative investment strategies that forecast risk, return, and trading costs across multiple asset classes.

Key Responsibilities

Portfolio Risk Management

• Dynamically manage portfolio risk by evaluating historical and real-time strategy performance.
• Oversee automated trade execution and monitor transaction costs.

Team Leadership

• Supervise a small team of researchers and developers on a daily basis.

Strategy Design and Development

• Design, research, and manage sophisticated investment strategies by creating and engineering advanced quantitative financial computer modeling systems to aid in analysis and research.
• Design and develop quantitative mathematical algorithms to link diverse data sets from various providers.
• Engineer investment models that make buy and sell recommendations for portfolios using advanced quantitative mathematical statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
• Develop aspects of successful statistical models, focusing on forecasting and optimization.

Research and Analysis

• Perform research to acquire historical and production data sources needed to build investment models.
• Use quantitative models to value securities.
• Conduct ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and expand into new markets.

Market Expansion

• Expand trading universe and volume and expand to other exchanges and products.

Qualifications & Experience

• Advanced degree (Masters or Ph.D.) in a computational or analytical field.
• Minimum of 10 years' experience developing, researching or implementing quantitative models for equities, futures and/or FX.
• Hands-on experience with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.

Skills & Competencies

• Innovative and intellectually driven mindset.
• Intense curiosity about financial markets and human behavior.