Quantitative Researcher

ABOUT CUBIST

Cubist Systematic Strategies is one of the world's premier investment firms. The firm 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.

RESPONSIBILITIES

* 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

* 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