Cubist Quantitative Researcher

Point72 • NY

280d

About The Position

Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.

Requirements

• MS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline.
• 3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX.
• Strong analytical and quantitative skills.
• Demonstrated ability to conduct independent research utilizing large data sets.
• Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl.
• Detail-oriented.
• Willing to take ownership of his/her work, working both independently and within a small team.

Nice To Haves

• Exceptional personal achievements outside of finance.
• Experience with specific engineering or data projects.

Responsibilities

• Conduct independent quantitative finance research focusing on statistical and predictive models.
• Manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.

What This Job Offers

• Education Level: Master's degree
• Number of Employees: 1,001-5,000 employees