Quantitative Researcher

Job Description

Cubist Systematic Strategies, a Point72 affiliate, seeks a Quantitative Researcher in London. The role involves rigorous research to discover systematic anomalies in global macro markets, focusing on futures and FX. The researcher will perform feature engineering using various data sources at intraday to daily horizons within a mid-frequency trading space. They will manage the research pipeline end-to-end, from idea generation to production implementation, and contribute to the analysis framework for scalable research, as well as maintain and improve portfolio trading in a production environment.

Role Involves:

• Performing rigorous research to discover systematic anomalies in global macro markets.
• Performing feature engineering with price-volume, order book and alternative data.
• Feature combination and monetization using various modeling techniques.
• Managing the research pipeline from idea to implementation.
• Maintaining and improving portfolio trading in a production environment.
• Contributing to the analysis framework for scalable research.

Requirements:

• Background in mathematics, statistics, machine learning, or related field.
• 2+ years of signal research experience in macro trading.
• Experience with feature engineering, modeling, or monetization.
• Proficiency in Python, R, or C/C++.
• Familiarity with data science toolkits like scikit-learn and Pandas.
• Strong command of applied and theoretical statistics, linear algebra, and machine learning.
• Collaborative mindset with strong independent research abilities.
• Commitment to the highest ethical standards.