Quantitative Researcher Chicago, New York

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: 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

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