Quantitative Finance Researcher

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.

Quantitative Researchers are responsible for independently conducting quantitative financial research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.

• M.S., Ph.D., or Ph.D. candidates in finance, computer science, mathematics, physics, or other quantitative discipline.
• Programming in any of the following: C++, C#, Java, or Python.
• Strong analytical and quantitative skills.
• Keen interest in quantitative research and metrics driven decision making.
• Demonstrated ability to conduct independent research utilizing large data sets.
• Detail-oriented.
• Passion for spotting trends in data.
• Willingness to take ownership of his/her work, working both independently and within a small team.
• Ability to work under pressure.

Prior experience developing, researching, or implementing quantitative models for equities is preferred, but not required. We will provide training for new researchers without finance backgrounds.