Conduct independent quantitative finance research focused on statistical and predictive models to support systematic trading across equities, futures and FX. Manage the full research lifecycle including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. Requires strong quantitative and analytical skills, experience with large datasets, and proficiency in languages such as C++, Java, C#, MATLAB, R, Python, or Perl, working both independently and within small teams.
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.
Job Description
Researchers are responsible for independently conducting quantitative finance 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.
Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.
Desirable Candidates
MS or PhD candidates 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
Strong analytical and quantitative skills
Demonstrated ability to conduct independent research utilizing large data sets
Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
Detail-oriented
Willing to take ownership of his/her work, working both independently and within a small team
We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.
The annual base salary range for this role is $175,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
// 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":"US","addressRegion":"New York","addressLocality":"New York","@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.
Job Description
\n
Researchers are responsible for independently conducting quantitative finance 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.
Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.
Desirable Candidates
\n
MS or PhD candidates 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
Strong analytical and quantitative skills
Demonstrated ability to conduct independent research utilizing large data sets
Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
Detail-oriented
Willing to take ownership of his/her work, working both independently and within a small team
We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.
The annual base salary range for this role is $175,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
","title":"Quantitative Researcher","@type":"JobPosting","@context":"http://schema.org/"} CSJobDetailModule.init('{\"lastModifiedDateFormatted\":\"2025-12-10\",\"job\":{\"attributes\":{\"type\":\"Job__c\",\"url\":\"/services/data/v65.0/sobjects/Job__c/a035b00001QPwHcAAL\"},\"Id\":\"a035b00001QPwHcAAL\",\"Name\":\"Quantitative Researcher\",\"Assigned_Internal_Recruiter__c\":\"005j000000EWCJ4AAP\",\"Job_Code__c\":\"CSS-0010718\",\"Experience__c\":\"Experienced Professionals\",\"Company__c\":\"001j000000VbgA3AAJ\",\"Posted_Location__c\":\"New York\",\"Area__c\":\"Investing\",\"Team__c\":\"Systematic Investing\",\"Summary__c\":\"Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models.\",\"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\u003EJob Description\u003C/h3\u003E\\n\u003Cp\u003EResearchers are responsible for independently conducting quantitative finance 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.\u003C/p\u003E\u003Cp\u003ESome successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.\u003C/p\u003E\u003Cbr\u003E\u003Ch3\u003EDesirable Candidates\u003C/h3\u003E\\n\u003Cul\u003E\u003Cli\u003EMS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline\u003C/li\u003E\u003Cli\u003E3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX\u003C/li\u003E\u003Cli\u003EStrong analytical and quantitative skills\u003C/li\u003E\u003Cli\u003EDemonstrated ability to conduct independent research utilizing large data sets\u003C/li\u003E\u003Cli\u003EProgramming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl\u003C/li\u003E\u003Cli\u003EDetail-oriented\u003C/li\u003E\u003Cli\u003EWilling to take ownership of his/her work, working both independently and within a small team\u003C/li\u003E\u003C/ul\u003E\u003Cp\u003EWe’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.\u003C/p\u003E\u003Cbr\u003E\u003Cp\u003EThe annual base salary range for this role is $175,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.\u003C/p\u003E\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/8dda60702us\",\"Type__c\":\"Full Time\",\"LastModifiedDate\":\"2025-12-10T20:36:46.000+0000\",\"Location__c\":\"New York, New York\",\"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\":\"New York\",\"formattedArea\":\"Investing\"}');
Conduct independent quantitative finance research focused on statistical and predictive models to support systematic trading across equities, futures and FX. Manage the full research lifecycle including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. Requires strong quantitative and analytical skills, experience with large datasets, and proficiency in languages such as C++, Java, C#, MATLAB, R, Python, or Perl, working both independently and within small teams.
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.
Job Description
Researchers are responsible for independently conducting quantitative finance 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.
Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.
Desirable Candidates
MS or PhD candidates 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
Strong analytical and quantitative skills
Demonstrated ability to conduct independent research utilizing large data sets
Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
Detail-oriented
Willing to take ownership of his/her work, working both independently and within a small team
We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.
The annual base salary range for this role is $175,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
// 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":"US","addressRegion":"New York","addressLocality":"New York","@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.
Job Description
\n
Researchers are responsible for independently conducting quantitative finance 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.
Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.
Desirable Candidates
\n
MS or PhD candidates 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
Strong analytical and quantitative skills
Demonstrated ability to conduct independent research utilizing large data sets
Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
Detail-oriented
Willing to take ownership of his/her work, working both independently and within a small team
We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.
The annual base salary range for this role is $175,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
","title":"Quantitative Researcher","@type":"JobPosting","@context":"http://schema.org/"} CSJobDetailModule.init('{\"lastModifiedDateFormatted\":\"2025-12-10\",\"job\":{\"attributes\":{\"type\":\"Job__c\",\"url\":\"/services/data/v65.0/sobjects/Job__c/a035b00001QPwHcAAL\"},\"Id\":\"a035b00001QPwHcAAL\",\"Name\":\"Quantitative Researcher\",\"Assigned_Internal_Recruiter__c\":\"005j000000EWCJ4AAP\",\"Job_Code__c\":\"CSS-0010718\",\"Experience__c\":\"Experienced Professionals\",\"Company__c\":\"001j000000VbgA3AAJ\",\"Posted_Location__c\":\"New York\",\"Area__c\":\"Investing\",\"Team__c\":\"Systematic Investing\",\"Summary__c\":\"Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models.\",\"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\u003EJob Description\u003C/h3\u003E\\n\u003Cp\u003EResearchers are responsible for independently conducting quantitative finance 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.\u003C/p\u003E\u003Cp\u003ESome successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.\u003C/p\u003E\u003Cbr\u003E\u003Ch3\u003EDesirable Candidates\u003C/h3\u003E\\n\u003Cul\u003E\u003Cli\u003EMS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline\u003C/li\u003E\u003Cli\u003E3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX\u003C/li\u003E\u003Cli\u003EStrong analytical and quantitative skills\u003C/li\u003E\u003Cli\u003EDemonstrated ability to conduct independent research utilizing large data sets\u003C/li\u003E\u003Cli\u003EProgramming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl\u003C/li\u003E\u003Cli\u003EDetail-oriented\u003C/li\u003E\u003Cli\u003EWilling to take ownership of his/her work, working both independently and within a small team\u003C/li\u003E\u003C/ul\u003E\u003Cp\u003EWe’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.\u003C/p\u003E\u003Cbr\u003E\u003Cp\u003EThe annual base salary range for this role is $175,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.\u003C/p\u003E\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/8dda60702us\",\"Type__c\":\"Full Time\",\"LastModifiedDate\":\"2025-12-10T20:36:46.000+0000\",\"Location__c\":\"New York, New York\",\"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\":\"New York\",\"formattedArea\":\"Investing\"}');