Point72
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
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