Quantitative Researchers independently conduct quantitative financial research with a focus on statistical and predictive models. They manage end-to-end research work including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. The role requires strong analytical and quantitative skills and programming experience (C++, C#, Java, or Python). Prior experience with equities models is preferred but training is provided for candidates without a finance background.
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
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.
Desirable Candidates
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.
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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
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.
Desirable Candidates
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.
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Quantitative Researchers independently conduct quantitative financial research with a focus on statistical and predictive models. They manage end-to-end research work including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. The role requires strong analytical and quantitative skills and programming experience (C++, C#, Java, or Python). Prior experience with equities models is preferred but training is provided for candidates without a finance background.
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
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.
Desirable Candidates
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.
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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
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.
Desirable Candidates
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.
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