Quantitative Researcher
point72· Quant Management
About this role
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
- Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
- 2-6 years of signal research experience in macro trading as part of a trading team
- Specialization in swaps, fixed income, or commodities trading a plus.
- Prior professional experience with feature engineering, modeling, or monetization
- Ability to efficiently format and manipulate large, raw data sources
- Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
- 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
Frequently Asked Questions
Is the salary disclosed for the Quantitative Researcher position at point72?
The salary for this Quantitative Researcher role at point72 is not publicly listed. Click "Apply Now" to learn more about the compensation package on their official careers page.
Where is the Quantitative Researcher position at point72 located?
This Quantitative Researcher role at point72 is based in London. The position is listed as on-site or hybrid. Check the full job description or apply directly to confirm the work arrangement.
Which team or department does the Quantitative Researcher at point72 belong to?
This Quantitative Researcher position is part of the Quant Management department at point72. See the full job description for more information about the team structure and responsibilities.
How do I apply for the Quantitative Researcher position at point72?
Click the "Apply Now" button on this page. You will be redirected to point72's official application portal hosted on greenhouse where you can submit your application directly.
When was the Quantitative Researcher job at point72 posted?
This Quantitative Researcher position at point72 was posted on Aug 15, 2024. Apply as soon as possible — early applications are often reviewed first.
Quantitative Researcher
point72
You'll be redirected to point72's official application page on Greenhouse.