Quantitative Researcher

Chicago, New York

Full Time Mid-level / Intermediate USD 125K - 233K * ^est.

Point72

We invest in Discretionary Long/Short, Macro, and Systematic strategies. We’re inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. Join our team to innovate, experiment, and be...

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Posted 5 hours ago

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/RESPONSIBILITIES:

Perform rigorous applied research to discover systematic anomalies in liquid futures markets
Present actionable trading ideas and enhance existing strategies
Identify short term opportunities in the high frequency/intraday space and be able to monetize them
Conduct and participate in end-to-end development, data orchestration, alpha idea generation, simulation, strategy implementation, and performance evaluation
Contribute towards the team’s research tooling and its efficiency
Help establish a collaborative mindset and shared ownership

REQUIREMENTS:

Advanced degree in mathematics, statistics, computer science, or similar quantitative discipline
5+ years of work experience in systematic alpha research in liquid futures using high frequency/tick data
Fluency in data science practices, e.g., feature engineering, signal combining
Technically comfortable handling large datasets
Comfortable with C++ and Python in a Linux environment with AWS exposure
Highly motivated, willing to take ownership of his/her work
Collaborative mindset with strong independent research ability
Commitment to the highest ethical standards