The Quantitative Researcher will work across the research pipeline—data processing, feature design, model training, portfolio construction, back-testing and performance analysis—to find and monetize alpha in global equity markets. The role requires rigorous statistical analysis and application of machine learning techniques to technical and alternative datasets, and maintaining/improving production research and trading pipelines. Strong proficiency in Python (NumPy, Pandas), solid quantitative skills (statistics/linear algebra/machine learning), and the ability to work both independently and collaboratively are essential. This is an early-career position within Cubist Systematic Strategies focused on systematic investing.
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:
The candidate will be responsible for some or all of parts of the research pipeline—including data processing, feature design, model training, portfolio construction and management, back-testing, and performance analysis. Successful researchers combine statistical analysis, machine learning techniques, intense passion, and curiosity to decipher the market, and aspire to gain great intellectual understanding and financial outperformance.
Responsibilities:
Finding alphas in global equity markets by applying rigorous statistical analysis on technical data or alternative data sets. Performing hypotheses testing, feature design, and backtesting to improve on alpha ideas.
Maintaining and improving the research pipeline, including alpha generation, portfolio construction, back-testing, and monetization.
Maintaining and improving portfolio trading in production environments.
Requirements:
Bachelors degree or higher in mathematics, statistics, computer science, or other quantitative discipline.
2+ years of experience in quantitative research. Experience in medium frequency equity research is a plus.
Strong analytical and quantitative skills; solid knowledge in statistics, linear algebra, or machine learning.
Proficiency in Python. Familiarity with scientific toolkits, such as Numpy and Pandas.
Ability to work both independently and collaboratively within a team.
// Mixpanel ignore tracking for known IPs var excludeIPS = '[65.213.72.30, 185.142.16.9, 203.176.115.9, 208.68.197.6, 208.68.197.9, 208.68.199.6, 208.68.199.9, 208.85.160.9, 208.85.161.9]'; $.getJSON('//api.ipify.org?format=json', function(data) { try{ if(true && excludeIPS.indexOf(data.ip) > -1){ console.log('Mixpanel ignore events set: NO events tracked.'); mixpanel.register({"$ignore":true}); }else{ mixpanel.unregister("$ignore"); mixpanel.track("View Page", { "Page Name": document.querySelector('.dotted-underline') ? document.querySelector('.dotted-underline').innerText : location.href, "Careers Site": true }); mixpanel.people.set_once({ 'First Career Page Visit' : new Date().toISOString() }); mixpanel.people.set({ 'Last Career Page Visit' : new Date().toISOString() }); // Only for Careers Site mixpanel.people.increment("# of Career Page Visits"); (function(){ var links = document.querySelectorAll('a'); [].forEach.call(links, function(link) { link.addEventListener("click", function (e) { mixpanel.track("Click Link", { "Link Name": link.text, "Link Location": link.getAttribute('link-location') == null ? 'Body' : link.getAttribute('link-location'), "Link Type": link.getAttribute('link-type') == null ? '' : link.getAttribute('link-type'), "Link Destination URL" : link.href }); }); }); })(); } }catch(e){} }); jQuery(document).ready(function(){ var str = navigator.userAgent; if (str.toLowerCase().indexOf("firefox") >= 0) { jQuery('body').addClass("gecko"); } }); {"employmentType":"FULL_TIME","identifier":{"name":"Cubist Systematic Strategies, LLC","@type":"PropertyValue"},"jobLocation":[{"address":{"addressCountry":"HK","addressRegion":"Hong Kong","addressLocality":"Hong Kong","@type":"PostalAddress"},"@type":"Place"}],"hiringOrganization":{"sameAs":"https://www.point72.com/","name":"Cubist","@type":"Organization"},"datePosted":"2026-01-19","description":"
About Cubist
\n
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:
\n
The candidate will be responsible for some or all of parts of the research pipeline—including data processing, feature design, model training, portfolio construction and management, back-testing, and performance analysis. Successful researchers combine statistical analysis, machine learning techniques, intense passion, and curiosity to decipher the market, and aspire to gain great intellectual understanding and financial outperformance.
Responsibilities:
\n
Finding alphas in global equity markets by applying rigorous statistical analysis on technical data or alternative data sets. Performing hypotheses testing, feature design, and backtesting to improve on alpha ideas.
Maintaining and improving the research pipeline, including alpha generation, portfolio construction, back-testing, and monetization.
Maintaining and improving portfolio trading in production environments.
Requirements:
\n
Bachelors degree or higher in mathematics, statistics, computer science, or other quantitative discipline.
2+ years of experience in quantitative research. Experience in medium frequency equity research is a plus.
Strong analytical and quantitative skills; solid knowledge in statistics, linear algebra, or machine learning.
Proficiency in Python. Familiarity with scientific toolkits, such as Numpy and Pandas.
Ability to work both independently and collaboratively within a team.
Commitment to the highest ethical standards.
\n \n ","title":"Quantitative Researcher","@type":"JobPosting","@context":"http://schema.org/"} CSJobDetailModule.init('{\"lastModifiedDateFormatted\":\"2025-12-01\",\"job\":{\"attributes\":{\"type\":\"Job__c\",\"url\":\"/services/data/v65.0/sobjects/Job__c/a035b00001Su1x6AAB\"},\"Id\":\"a035b00001Su1x6AAB\",\"Name\":\"Quantitative Researcher\",\"Assigned_Internal_Recruiter__c\":\"005j000000EWCJ4AAP\",\"Job_Code__c\":\"CSS-0012688\",\"Experience__c\":\"Early Career\",\"Company__c\":\"001j000000VbgA3AAJ\",\"Posted_Location__c\":\"Hong Kong\",\"Area__c\":\"Investing\",\"Team__c\":\"Systematic Investing\",\"Summary__c\":\"The candidate will be responsible for some or all of parts of the research pipeline—including data processing, feature design, model training, portfolio construction and management, back-testing, and performance analysis.\",\"Job_Description_External__c\":\"\u003Ch3\u003EAbout Cubist\u003C/h3\u003E\\n\u003Cp\u003ECubist 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.\u003C/p\u003E\u003Cbr\u003E\u003Ch3\u003ERole:\u003C/h3\u003E\\n\u003Cp\u003EThe candidate will be responsible for some or all of parts of the research pipeline—including data processing, feature design, model training, portfolio construction and management, back-testing, and performance analysis. Successful researchers combine statistical analysis, machine learning techniques, intense passion, and curiosity to decipher the market, and aspire to gain great intellectual understanding and financial outperformance. \u003C/p\u003E\u003Cbr\u003E\u003Ch3\u003EResponsibilities:\u003C/h3\u003E\\n\u003Cul\u003E\u003Cli\u003EFinding alphas in global equity markets by applying rigorous statistical analysis on technical data or alternative data sets. Performing hypotheses testing, feature design, and backtesting to improve on alpha ideas.\u003C/li\u003E\u003Cli\u003EMaintaining and improving the research pipeline, including alpha generation, portfolio construction, back-testing, and monetization.\u003C/li\u003E\u003Cli\u003EMaintaining and improving portfolio trading in production environments. \u003C/li\u003E\u003C/ul\u003E\u003Cbr\u003E\u003Ch3\u003ERequirements:\u003C/h3\u003E\\n\u003Cul\u003E\u003Cli\u003EBachelors degree or higher in mathematics, statistics, computer science, or other quantitative discipline.\u003C/li\u003E\u003Cli\u003E2+ years of experience in quantitative research. Experience in medium frequency equity research is a plus.\u003C/li\u003E\u003Cli\u003EStrong analytical and quantitative skills; solid knowledge in statistics, linear algebra, or machine learning.\u003C/li\u003E\u003Cli\u003EProficiency in Python. Familiarity with scientific toolkits, such as Numpy and Pandas.\u003C/li\u003E\u003Cli\u003EAbility to work both independently and collaboratively within a team.\u003C/li\u003E\u003Cli\u003ECommitment to the highest ethical standards. \u003C/li\u003E\u003C/ul\u003E\u003Cbr\u003E\u003Ch3\u003E\u003C/h3\u003E\\n\u003Cbr\u003E\u003Ch3\u003E\u003C/h3\u003E\\n\u003Cbr\u003E\",\"Japanese_Job_Description_External__c\":\"\u003Cbr\u003E\u003Cbr\u003E\u003Cbr\u003E\",\"Transcript_Optional__c\":false,\"RecordTypeId\":\"012j0000000tcfpAAA\",\"Apply_Now_URL__c\":\"https://grnh.se/c236ba0e2us\",\"Type__c\":\"Full Time\",\"LastModifiedDate\":\"2025-12-01T10:41:11.000+0000\",\"Location__c\":\"Hong Kong\",\"Company__r\":{\"attributes\":{\"type\":\"Account\",\"url\":\"/services/data/v65.0/sobjects/Account/001j000000VbgA3AAJ\"},\"Business__c\":\"Cubist\",\"Name\":\"Cubist Systematic Strategies, LLC\",\"Id\":\"001j000000VbgA3AAJ\",\"RecordTypeId\":\"012j0000000tIlgAAE\"},\"RecordType\":{\"attributes\":{\"type\":\"RecordType\",\"url\":\"/services/data/v65.0/sobjects/RecordType/012j0000000tcfpAAA\"},\"DeveloperName\":\"Cubist\",\"Name\":\"Cubist\",\"Id\":\"012j0000000tcfpAAA\"}},\"friendlyJobName\":\"quantitative-researcher\",\"formattedTeam\":\"Systematic Investing\",\"formattedLocation\":\"Hong Kong\",\"formattedArea\":\"Investing\"}');
The Quantitative Researcher will work across the research pipeline—data processing, feature design, model training, portfolio construction, back-testing and performance analysis—to find and monetize alpha in global equity markets. The role requires rigorous statistical analysis and application of machine learning techniques to technical and alternative datasets, and maintaining/improving production research and trading pipelines. Strong proficiency in Python (NumPy, Pandas), solid quantitative skills (statistics/linear algebra/machine learning), and the ability to work both independently and collaboratively are essential. This is an early-career position within Cubist Systematic Strategies focused on systematic investing.
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:
The candidate will be responsible for some or all of parts of the research pipeline—including data processing, feature design, model training, portfolio construction and management, back-testing, and performance analysis. Successful researchers combine statistical analysis, machine learning techniques, intense passion, and curiosity to decipher the market, and aspire to gain great intellectual understanding and financial outperformance.
Responsibilities:
Finding alphas in global equity markets by applying rigorous statistical analysis on technical data or alternative data sets. Performing hypotheses testing, feature design, and backtesting to improve on alpha ideas.
Maintaining and improving the research pipeline, including alpha generation, portfolio construction, back-testing, and monetization.
Maintaining and improving portfolio trading in production environments.
Requirements:
Bachelors degree or higher in mathematics, statistics, computer science, or other quantitative discipline.
2+ years of experience in quantitative research. Experience in medium frequency equity research is a plus.
Strong analytical and quantitative skills; solid knowledge in statistics, linear algebra, or machine learning.
Proficiency in Python. Familiarity with scientific toolkits, such as Numpy and Pandas.
Ability to work both independently and collaboratively within a team.
// Mixpanel ignore tracking for known IPs var excludeIPS = '[65.213.72.30, 185.142.16.9, 203.176.115.9, 208.68.197.6, 208.68.197.9, 208.68.199.6, 208.68.199.9, 208.85.160.9, 208.85.161.9]'; $.getJSON('//api.ipify.org?format=json', function(data) { try{ if(true && excludeIPS.indexOf(data.ip) > -1){ console.log('Mixpanel ignore events set: NO events tracked.'); mixpanel.register({"$ignore":true}); }else{ mixpanel.unregister("$ignore"); mixpanel.track("View Page", { "Page Name": document.querySelector('.dotted-underline') ? document.querySelector('.dotted-underline').innerText : location.href, "Careers Site": true }); mixpanel.people.set_once({ 'First Career Page Visit' : new Date().toISOString() }); mixpanel.people.set({ 'Last Career Page Visit' : new Date().toISOString() }); // Only for Careers Site mixpanel.people.increment("# of Career Page Visits"); (function(){ var links = document.querySelectorAll('a'); [].forEach.call(links, function(link) { link.addEventListener("click", function (e) { mixpanel.track("Click Link", { "Link Name": link.text, "Link Location": link.getAttribute('link-location') == null ? 'Body' : link.getAttribute('link-location'), "Link Type": link.getAttribute('link-type') == null ? '' : link.getAttribute('link-type'), "Link Destination URL" : link.href }); }); }); })(); } }catch(e){} }); jQuery(document).ready(function(){ var str = navigator.userAgent; if (str.toLowerCase().indexOf("firefox") >= 0) { jQuery('body').addClass("gecko"); } }); {"employmentType":"FULL_TIME","identifier":{"name":"Cubist Systematic Strategies, LLC","@type":"PropertyValue"},"jobLocation":[{"address":{"addressCountry":"HK","addressRegion":"Hong Kong","addressLocality":"Hong Kong","@type":"PostalAddress"},"@type":"Place"}],"hiringOrganization":{"sameAs":"https://www.point72.com/","name":"Cubist","@type":"Organization"},"datePosted":"2026-01-19","description":"
About Cubist
\n
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:
\n
The candidate will be responsible for some or all of parts of the research pipeline—including data processing, feature design, model training, portfolio construction and management, back-testing, and performance analysis. Successful researchers combine statistical analysis, machine learning techniques, intense passion, and curiosity to decipher the market, and aspire to gain great intellectual understanding and financial outperformance.
Responsibilities:
\n
Finding alphas in global equity markets by applying rigorous statistical analysis on technical data or alternative data sets. Performing hypotheses testing, feature design, and backtesting to improve on alpha ideas.
Maintaining and improving the research pipeline, including alpha generation, portfolio construction, back-testing, and monetization.
Maintaining and improving portfolio trading in production environments.
Requirements:
\n
Bachelors degree or higher in mathematics, statistics, computer science, or other quantitative discipline.
2+ years of experience in quantitative research. Experience in medium frequency equity research is a plus.
Strong analytical and quantitative skills; solid knowledge in statistics, linear algebra, or machine learning.
Proficiency in Python. Familiarity with scientific toolkits, such as Numpy and Pandas.
Ability to work both independently and collaboratively within a team.
Commitment to the highest ethical standards.
\n \n ","title":"Quantitative Researcher","@type":"JobPosting","@context":"http://schema.org/"} CSJobDetailModule.init('{\"lastModifiedDateFormatted\":\"2025-12-01\",\"job\":{\"attributes\":{\"type\":\"Job__c\",\"url\":\"/services/data/v65.0/sobjects/Job__c/a035b00001Su1x6AAB\"},\"Id\":\"a035b00001Su1x6AAB\",\"Name\":\"Quantitative Researcher\",\"Assigned_Internal_Recruiter__c\":\"005j000000EWCJ4AAP\",\"Job_Code__c\":\"CSS-0012688\",\"Experience__c\":\"Early Career\",\"Company__c\":\"001j000000VbgA3AAJ\",\"Posted_Location__c\":\"Hong Kong\",\"Area__c\":\"Investing\",\"Team__c\":\"Systematic Investing\",\"Summary__c\":\"The candidate will be responsible for some or all of parts of the research pipeline—including data processing, feature design, model training, portfolio construction and management, back-testing, and performance analysis.\",\"Job_Description_External__c\":\"\u003Ch3\u003EAbout Cubist\u003C/h3\u003E\\n\u003Cp\u003ECubist 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.\u003C/p\u003E\u003Cbr\u003E\u003Ch3\u003ERole:\u003C/h3\u003E\\n\u003Cp\u003EThe candidate will be responsible for some or all of parts of the research pipeline—including data processing, feature design, model training, portfolio construction and management, back-testing, and performance analysis. Successful researchers combine statistical analysis, machine learning techniques, intense passion, and curiosity to decipher the market, and aspire to gain great intellectual understanding and financial outperformance. \u003C/p\u003E\u003Cbr\u003E\u003Ch3\u003EResponsibilities:\u003C/h3\u003E\\n\u003Cul\u003E\u003Cli\u003EFinding alphas in global equity markets by applying rigorous statistical analysis on technical data or alternative data sets. Performing hypotheses testing, feature design, and backtesting to improve on alpha ideas.\u003C/li\u003E\u003Cli\u003EMaintaining and improving the research pipeline, including alpha generation, portfolio construction, back-testing, and monetization.\u003C/li\u003E\u003Cli\u003EMaintaining and improving portfolio trading in production environments. \u003C/li\u003E\u003C/ul\u003E\u003Cbr\u003E\u003Ch3\u003ERequirements:\u003C/h3\u003E\\n\u003Cul\u003E\u003Cli\u003EBachelors degree or higher in mathematics, statistics, computer science, or other quantitative discipline.\u003C/li\u003E\u003Cli\u003E2+ years of experience in quantitative research. Experience in medium frequency equity research is a plus.\u003C/li\u003E\u003Cli\u003EStrong analytical and quantitative skills; solid knowledge in statistics, linear algebra, or machine learning.\u003C/li\u003E\u003Cli\u003EProficiency in Python. Familiarity with scientific toolkits, such as Numpy and Pandas.\u003C/li\u003E\u003Cli\u003EAbility to work both independently and collaboratively within a team.\u003C/li\u003E\u003Cli\u003ECommitment to the highest ethical standards. \u003C/li\u003E\u003C/ul\u003E\u003Cbr\u003E\u003Ch3\u003E\u003C/h3\u003E\\n\u003Cbr\u003E\u003Ch3\u003E\u003C/h3\u003E\\n\u003Cbr\u003E\",\"Japanese_Job_Description_External__c\":\"\u003Cbr\u003E\u003Cbr\u003E\u003Cbr\u003E\",\"Transcript_Optional__c\":false,\"RecordTypeId\":\"012j0000000tcfpAAA\",\"Apply_Now_URL__c\":\"https://grnh.se/c236ba0e2us\",\"Type__c\":\"Full Time\",\"LastModifiedDate\":\"2025-12-01T10:41:11.000+0000\",\"Location__c\":\"Hong Kong\",\"Company__r\":{\"attributes\":{\"type\":\"Account\",\"url\":\"/services/data/v65.0/sobjects/Account/001j000000VbgA3AAJ\"},\"Business__c\":\"Cubist\",\"Name\":\"Cubist Systematic Strategies, LLC\",\"Id\":\"001j000000VbgA3AAJ\",\"RecordTypeId\":\"012j0000000tIlgAAE\"},\"RecordType\":{\"attributes\":{\"type\":\"RecordType\",\"url\":\"/services/data/v65.0/sobjects/RecordType/012j0000000tcfpAAA\"},\"DeveloperName\":\"Cubist\",\"Name\":\"Cubist\",\"Id\":\"012j0000000tcfpAAA\"}},\"friendlyJobName\":\"quantitative-researcher\",\"formattedTeam\":\"Systematic Investing\",\"formattedLocation\":\"Hong Kong\",\"formattedArea\":\"Investing\"}');