Research Analyst

ABOUT CUBIST

Cubist Systematic Strategies is one of the world’s premier investment firms. The firm 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

Quantitative researcher to help build out a new systematic equities business. Core focus will be working on mid-frequency alpha strategies.

RESPONSIBILITIES 

• Develop systematic trading models for equity markets
• Alpha idea generation, backtesting, and implementation
• Assist in building, maintenance, and continual improvement of production and trading environments
• Evaluate new datasets for alpha potential
• Improve existing strategies and portfolio optimization
• Execution monitoring
• Be a core contributor to growing the investment process and research infrastructure of the team

REQUIREMENTS 

• 5+ years of experience systematic equities trading at a financial services institution
• Experience with alpha research, portfolio construction and optimization
• Experience building statistical/technical, fundamental, and data driven signals
• Experience synthesizing predictive signals for both cross-sectional and time-series models
• Strong experience with data exploration, dimension reduction, and feature engineering
• Experience managing and running risk is a strong plus
• Proficiency in Python and C++
• Strong time management ability—the ability to manage multiple tasks and deadlines in a fast-paced environment
• High degree of drive and energy—must be a self-starter
• Ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment
• Commitment to the highest ethical standards and who act with professionalism and integrity at all times