Quantitative Researcher

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.

ROLE / RESPONSIBILITIES

• Perform rigorous and innovative research to discover systematic anomalies in global macro markets (futures, FX, etc.)
• Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in mid frequency trading space
• Perform feature combination and monetization using various modeling techniques
• Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
• Maintain and improve portfolio trading in a production environment
• Contribute to the analysis framework for scalable research

REQUIREMENTS

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