Cubist Quantitative Researcher
At a glance
Mid-level Data Science role at Point72. New York · full-time · no salary stated · we estimate $137,581–$208,900.
Point72 has not published a salary for this role. The figure below is our estimate, not theirs.
dataroles summary, based on the employer's posting.
What you'll do
- Choose research methods, gather data and analyze it to investigate statistical and predictive models
- Test and prototype research ideas, then backtest them against historical data
- Track model performance after testing and take responsibility for the full research process
What you bring
- A master's or doctoral background in finance, computer science, mathematics, physics or another quantitative discipline
- Three to seven years in alpha-focused quantitative research across equities, futures, fixed income, credit or FX
- Evidence of independent research using large datasets, plus strong analytical and quantitative ability
- Programming experience in C++, Java or another listed language
Who this fits
This role suits a quantitative researcher ready to run studies independently and own the work through performance monitoring. You should also be comfortable contributing within a small team.
From the employer
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.
JOB DESCRIPTION
Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.
DESIRABLE CANDIDATES
- MS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline
- 3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX
- Strong analytical and quantitative skills
- Demonstrated ability to conduct independent research utilizing large data sets
- Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
- Detail-oriented
- Willing to take ownership of his/her work, working both independently and within a small team
We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.
Data Science work from LinkedIn, X, Reddit and Upwork, in one list.
Each morning you get everything that fits, strongest first.
Data Science
Find me workBy the team behind dataroles.