Quantitative Researcher

Job Description

Cubist Systematic Strategies, a Point72 affiliate, seeks a Quantitative Researcher to discover systematic anomalies in liquid futures markets. The role involves rigorous research, presenting actionable trading ideas, and enhancing existing strategies. The Quantitative Researcher will work with high frequency/intraday data to identify short-term opportunities and contribute to end-to-end development, data orchestration, alpha idea generation, simulation, strategy implementation, and performance evaluation. He/She will contribute to the team’s research tooling and its efficiency.

Role Involves:

• Performing rigorous applied research to discover systematic anomalies in liquid futures markets
• Presenting actionable trading ideas and enhance existing strategies
• Identifying short term opportunities in the high frequency/intraday space and be able to monetize them
• Conducting and participating in end-to-end development, data orchestration, alpha idea generation, simulation, strategy implementation, and performance evaluation
• Contributing towards the team’s research tooling and its efficiency
• Helping 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