Tech Stack

Description

As a Quantitative Researcher at Cubist Systematic Strategies, you will independently conduct quantitative finance research focusing on statistical and predictive models. You will manage all aspects of the research process, from methodology selection to performance monitoring, leveraging unparalleled access to public data sources.

Requirements

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

Responsibilities

• Independently conduct quantitative finance research with a focus on statistical and predictive models
• Manage all aspects of the research process including methodology selection, data collection and analysis
• Perform testing, prototyping, backtesting, and performance monitoring of models