Senior Quantitative Portfolio Architect

Point72; Paris; On-site; EUR 180,000 - 240,000; Full time

Job summary

Cubist Systematic Strategies, an affiliate of Point72, seeks a senior quant researcher to lead the design and evaluation of systematic investment strategies in equities, futures and FX. You will build and backtest mathematical models, supervise a small team, and advance data-driven approaches to trading costs and risk.

The role requires a strong academic background, extensive hands-on research experience, and a deep curiosity about markets and behavior.

Qualifications

• Advanced degree in a computational or analytical field.
• Minimum 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX.
• Hands-on experience with all aspects of the research process, including methodology, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
• Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.

Responsibilities

• Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.
• Overseeing automated trade execution and monitoring transaction costs.
• Supervising a small team of researchers and developers on a daily basis.
• Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.
• Performing research to acquire historical and production data sources needed to build investment models.
• Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
• Engineering investment models that will make the buy and sell recommendations for the portfolios using advanced quantitative mathematic statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
• Using quantitative models to value securities.
• Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.
• Developing aspects of successful statistical models, focusing on forecasting and optimization.
• Expanding trading universe and volume and expanding to other exchanges and products.

Skills

Quantitative modeling

Data analysis

Backtesting

Prototyping

Team leadership

Education

Masters or Ph.D. in a computational or analytical field

Job description

Cubist Systematic Strategies, an affiliate of Point72, seeks a senior quant researcher to lead the design and evaluation of systematic investment strategies in equities, futures and FX. You will build and backtest mathematical models, supervise a small team, and advance data-driven approaches to trading costs and risk.

The role requires a strong academic background, extensive hands-on research experience, and a deep curiosity about markets and behavior.