Senior Quantitative Portfolio Architect

Point72; Greater London; On-site; GBP 180,000 - 260,000; Full time

Job summary

Cubist Systematic Strategies, an affiliate of Point72, seeks a senior quantitative researcher to drive portfolio risk management, automate trades, and supervise a small team of researchers and developers. You will design and enhance sophisticated quantitative models and data-driven investment strategies.

The role involves acquiring historical data, developing algorithms, forecasting risk and returns, and expanding the trading universe across new markets.

Qualifications

• Advanced degree in a computational or analytical field.
• 10+ years of experience developing quantitative models for equities, futures and/or FX.
• Hands-on experience across the research process: data collection, testing, backtesting and performance monitoring.
• Innovative, intellectually driven with strong curiosity about financial markets.

Responsibilities

• Dynamically manage portfolio risk by evaluating strategy performance.
• Oversee automated trade execution and monitor transaction costs.
• Supervise a small team of researchers and developers daily.
• Design and manage investment models with advanced quantitative mathematics.
• Research and acquire historical and production data for investment models.
• Develop quantitative algorithms to link datasets from providers.
• Engineer models to forecast risk, return and trading costs.
• Use models to value securities and expand markets.

Skills

Quantitative modeling

Backtesting

Data analysis

Education

Master’s or PhD in computational/analytical field

Job description

Cubist Systematic Strategies, an affiliate of Point72, seeks a senior quantitative researcher to drive portfolio risk management, automate trades, and supervise a small team of researchers and developers. You will design and enhance sophisticated quantitative models and data-driven investment strategies.

The role involves acquiring historical data, developing algorithms, forecasting risk and returns, and expanding the trading universe across new markets.