Cubist Quantitative Researcher

Role Overview

Cubist Quantitative Researcher at Point72's Cubist Systematic Strategies affiliate, conducting independent quantitative finance research across multiple liquid asset classes.

Company Overview

Cubist Systematic Strategies is an affiliate of Point72 that deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core 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

Conduct independent quantitative finance research with a focus on statistical and predictive models. Manage all aspects of the research process to identify and exploit market opportunities across asset classes.

Key Responsibilities

Research & Analysis

• Conduct independent quantitative finance research focusing on statistical and predictive models.
• Manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
• Demonstrate ability to conduct independent research utilizing large data sets.

Collaboration & Development

• Work both independently and within a small team.
• Receive hands-on guidance from a large team of experienced portfolio managers and researchers.
• Take ownership of research work and deliver results.

Qualifications & Experience

• MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline.
• 3–7 years of experience in alpha-driven quantitative research for equities, futures, fixed income, credit, and/or FX.

Skills & Competencies

• Strong analytical and quantitative skills.
• Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl.
• Detail-oriented approach to work.
• Passion for problem solving combined with intense curiosity about financial markets and human behavior.

Additional Information

• Candidates from similar backgrounds at other firms, related fields, or directly from academia are encouraged to apply.
• Exceptional personal achievements outside finance are valued and should be highlighted.
• Specific engineering or data projects conducted outside of school or as part of curriculum are appreciated.
• The team includes talented musicians, writers, mathematicians, and founders of non-profits.