Quantitative Researcher - Intern

Quant Blueprint LLC; Hongkong; On-site; GBP 70,000 - 120,000; Full time

Job summary

Quant Blueprint LLC is looking for a highly skilled professional to dynamically manage portfolio risk and oversee automated trade execution. The ideal candidate will have extensive experience in developing quantitative models across various financial products.

Applicants should possess an advanced degree and a strong curiosity about financial markets. This role provides an opportunity to supervise a team and engage in cutting-edge quantitative research.

Qualifications

• Minimum of 10 years of experience developing, researching or implementing quantitative models for equities, futures and/or FX.
• Hands-on experience with all aspects of research, including data collection and analysis, testing, and performance monitoring.

Responsibilities

• Dynamically manage portfolio risk by evaluating historical and real-time strategy performance.
• Design and develop quantitative algorithms to link diverse data sets.
• Conduct ongoing quantitative research and analysis.

Skills

Quantitative modeling

Data analysis

Statistical forecasting

Performance monitoring

Education

Advanced degree (Master’s or Ph.D.) in a computational or analytical field

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.

Role

• 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 advanced 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 diverse data sets from various providers.
• Engineering investment models that will make buy and sell recommendations for the portfolios using advanced quantitative mathematics, statistics, and investment theory to 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.

Requirements

• Advanced degree (Master’s or Ph.D.) in a computational or analytical field.
• Minimum of 10 years of 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.