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Point72

Quantitative Researcher

Point72, New York, New York, us, 10261

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Quantitative Researcher

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Point72 Get AI-powered advice on this job and more exclusive features. 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/Responsibilities:

Perform rigorous applied research to discover systematic anomalies in liquid futures markets Present actionable trading ideas and enhance existing strategies Identify short term opportunities in the high frequency/intraday space and be able to monetize them Conduct and participate in end-to-end development, 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:

Advanced degree in mathematics, statistics, computer science, or similar quantitative discipline 5+ years of work experience in systematic alpha research in liquid futures using high frequency/tick data Fluency in data science practices, e.g., feature engineering, signal combining Technically comfortable handling large datasets Comfortable with C++ and Python in a Linux environment with AWS exposure Highly motivated, willing to take ownership of his/her work Collaborative mindset with strong independent research ability Commitment to the highest ethical standards

The annual base salary range for this role is $175,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things. Seniority level

Seniority level Mid-Senior level Employment type

Employment type Full-time Job function

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