Tech Stack

Description

As a Quantitative Researcher at Cubist Systematic Strategies, you will independently conduct research on statistical and predictive models, managing all aspects from methodology selection to performance monitoring. You'll leverage large datasets and strong technical skills to uncover market anomalies.

Requirements

• MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline
• 3-7 years experience in alpha driven quantitative research for equities, futures, fixed income, credit, or FX
• Strong analytical and quantitative skills
• Proficiency in C++, Java, C#, MATLAB, R, Python, or Perl
• Demonstrated ability to conduct independent research with large datasets

Responsibilities

• Independently conduct quantitative finance research on statistical and predictive models
• Manage all aspects of research process: methodology, data collection, analysis, testing, prototyping, backtesting, and performance monitoring