Quantitative Researcher
Apply NowCompany: Point72
Location: Chicago, IL 60629
Description:
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:
REQUIREMENTS:
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