ABOUT CUBIST
Cubist Systematic Strategies is one of the world’s premier investment firms. The firm 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 researcher to help build out a new systematic equities business. Core focus will be working on mid-frequency alpha strategies.
RESPONSIBILITIES
- Develop systematic trading models for equity markets
- Alpha idea generation, backtesting, and implementation
- Assist in building, maintenance, and continual improvement of production and trading environments
- Evaluate new datasets for alpha potential
- Improve existing strategies and portfolio optimization
- Execution monitoring
- Be a core contributor to growing the investment process and research infrastructure of the team
REQUIREMENTS
- 5+ years of experience systematic equities trading at a financial services institution
- Experience with alpha research, portfolio construction and optimization
- Experience building statistical/technical, fundamental, and data driven signals
- Experience synthesizing predictive signals for both cross-sectional and time-series models
- Strong experience with data exploration, dimension reduction, and feature engineering
- Experience managing and running risk is a strong plus
- Proficiency in Python and C++
- Strong time management ability—the ability to manage multiple tasks and deadlines in a fast-paced environment
- High degree of drive and energy—must be a self-starter
- Ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment
- Commitment to the highest ethical standards and who act with professionalism and integrity at all times
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Last updated on Aug 19, 2024