Quantitative Researcher

Job Description

Cubist Systematic Strategies, a Point72 affiliate, is seeking a Quantitative Researcher to contribute to the development of systematic macro trading strategies, focusing on short-term to mid-frequency alpha strategies. The role involves end-to-end management of the research pipeline, from signal idea generation to production implementation.

Responsibilities:

• Develop systematic trading models across FICC markets.
• Manage the research pipeline end-to-end.
• Perform feature engineering with price-volume, order book, and alternative data.
• Perform feature combination and monetization using various modeling techniques.
• Assist in building, maintenance, and continual improvement of production and trading environments.
• Contribute to the research infrastructure of the team.

Requirements:

• Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics.
• 2-5 years of experience in macro quantitative trading, preferably FICC.
• Experience synthesizing predictive signals for both cross-sectional and time-series models.
• Ability to efficiently format and manipulate large, raw data sources.
• Strong experience with data exploration, dimension reduction, and feature engineering.
• Demonstrated proficiency in Python.
• Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques.
• Collaborative mindset with strong independent research abilities.
• Commitment to the highest ethical standards.

What the role offers:

• Opportunity to work with a wide range of market anomalies and data sources.
• Opportunity to contribute to the research infrastructure of the team.