Quantitative Researcher

Job description

**ABOUT CUBIST** Cubist Systematic Strategies is one of the world’s premier investment firms. The firm 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. **RESPONSIBILITIES** - Perform rigorous applied research to discover systematic anomalies in equities markets - Present actionable trading ideas and enhance existing strategies - Identify short term opportunities in the high frequency/intraday space - Participate in end-to-end development (i.e. data orchestration, alpha idea generation, simulation, strategy implementation, and performance evaluation) - Contribute towards the team’s research tooling and its efficiency - Help establish a collaborative mindset and shared ownership **REQUIREMENTS** - Bachelor’s degree or higher in mathematics, statistics, computer science, or similar quantitative discipline - 3+ years of work experience in systematic alpha research in equities using high frequency/intraday data - Fluency in data science practices, e.g., feature engineering, signal combining - Technically comfortable handling large datasets - Comfortable coding in both C++ and Python in a Linux environment - Exposure working with cloud computing platforms such as AWS - Highly motivated and willing to take ownership of his/her work - Collaborative mindset with strong independent research ability - Commitment to the highest ethical standards