Quantitative Researcher

About Cubist Cubist Systematic Strategies, an affiliate of Point72, 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. Role: A new Cubist portfolio management team specializing in the systematic trading of equities is looking for a Quant Researcher whose core focus will be working on mid-frequency alpha strategies. Joining the team will provide a unique opportunity to be involved with the early stages of a product launch and develop within a growing team. Responsibilities: - Perform rigorous and innovative research to discover systematic anomalies in the equities market - End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation - Identify and evaluate new datasets for stock return prediction - Maintain and improve portfolio trading in a production environment - Contribute to the analysis framework for scalable research Requirements: - MS or PhD in a quantitative discipline - 0-2 years of professional work experience - A background in financial markets is not necessary, but an interest in the field is essential - Proven expertise in Python and handling large datasets - Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus - Highly motivated, curious, and critical thinker - Collaborative mindset with strong independent research abilities - Commitment to the highest ethical standards