Quantitative Researcher

Job Description

Cubist Systematic Strategies is seeking a Quantitative Researcher to join their team. This role involves performing rigorous applied research to discover systematic anomalies in equities markets, presenting actionable trading ideas, and enhancing existing strategies. The ideal candidate will identify short-term opportunities in the high-frequency/intraday space and participate in end-to-end development, including data orchestration, alpha idea generation, simulation, strategy implementation, and performance evaluation. The researcher will also contribute to the team's research tooling and help establish a collaborative mindset.

Responsibilities Include:

• Perform rigorous applied research to discover systematic anomalies in equities markets
• Present actionable trading ideas and enhance existing strategies
• Identify short term opportunities in the high frequency/intraday space
• Participate in end-to-end development (i.e. 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 Include:

• Bachelor’s degree or higher in mathematics, statistics, computer science, or similar quantitative discipline
• 3+ years of work experience in systematic alpha research in equities using high frequency/intraday data
• Fluency in data science practices, e.g., feature engineering, signal combining
• Technically comfortable handling large datasets
• Comfortable coding in both C++ and Python in a Linux environment
• Exposure working with cloud computing platforms such as AWS
• Highly motivated and willing to take ownership of his/her work
• Collaborative mindset with strong independent research ability
• Commitment to the highest ethical standards