Quantitative Researcher

Point72; Sydney; On-site; AUD 120,000 - 180,000; Full time

Job summary

Cubist Systematic Strategies, an affiliate of Point72, seeks researchers to conduct quantitative finance research focusing on statistical and predictive models.

You will manage the full research cycle from data collection and analysis through backtesting, prototyping and performance monitoring, collaborating with portfolio managers and other researchers. Strong programming skills in C++, Python or similar, plus a passion for problem solving and financial markets, are essential.

Qualifications

• MS or PhD candidates in quantitative disciplines
• 3-7 years of alpha-driven quantitative research experience
• Strong analytical and quantitative skills
• Demonstrated ability to conduct independent research with large data sets
• Programming in C++, Java, C#, MATLAB, R, Python or Perl
• Detail-oriented and able to take ownership of work in a small team

Responsibilities

• Conduct independent quantitative finance research focusing on statistical and predictive models.
• Manage the full research process: data collection, analysis, testing, prototyping, backtesting and performance monitoring.
• Collaborate with portfolio managers and fellow researchers to advance research objectives.

Skills

Analytical skills

Detail-oriented

Ownership

Independent research

Problem solving

Education

MS/PhD candidate in quantitative discipline

Tools

C++

Java

C#

MATLAB

R

Python

Perl

Job 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.

Job Description

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.

Desirable Candidates

• 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

We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.