Quantitative Researcher: Build Predictive Market Models

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

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.