Tech Stack

Description

You will join a new Cubist portfolio management team specializing in systematic equity trading, focusing on mid-frequency alpha strategies. You'll perform rigorous research, develop alpha models from idea to production, evaluate new datasets, and improve portfolio trading in a production environment.

Requirements

• MS or PhD in a quantitative discipline
• 0-2 years of professional work experience
• Proven expertise in Python and handling large datasets
• Fluency in data science practices like feature engineering
• Interest in financial markets

Responsibilities

• Perform rigorous research to discover systematic anomalies in equities
• End-to-end alpha development: idea generation, data processing, backtesting, optimization, production implementation
• Identify and evaluate new datasets for stock return prediction
• Maintain and improve portfolio trading in production
• Contribute to analysis framework for scalable research