Tech Stack

Description

As a Quantitative Researcher at Cubist Systematic Strategies in Singapore, you will conduct original research to discover alpha signals, manage the full research process from data analysis to production code, and evaluate new datasets. You'll work with a team to drive systematic trading strategies across liquid asset classes.

Requirements

• 2+ years of research experience in equities
• Ph.D. or M.S. in quantitative discipline
• Programming in R, Python, or C++
• Experience with SQL
• Strong desire to deliver high quality results

Responsibilities

• Conduct original quantitative alpha signal research
• Manage all aspects of the research process including data analysis, backtesting, and production code
• Evaluate new datasets for alpha potential
• Analyze and improve upon latest academic research