Quantitative Researcher

Point72 Asset Management, L.P; New York (NY); On-site; USD 175,000 - 200,000; Full time

Job summary

An established industry player is seeking a talented researcher to join their dynamic team. This role involves conducting rigorous research to uncover systematic anomalies in equities markets while leveraging high-frequency data. You will be responsible for developing and enhancing trading strategies, presenting actionable insights, and contributing to the efficiency of research tools. If you are passionate about data science and thrive in a collaborative environment, this opportunity offers a chance to make a significant impact in a fast-paced setting. Join a forward-thinking firm that values innovation and teamwork, and take your career to the next level.

Qualifications

• 3+ years of experience in systematic alpha research using high frequency data.
• Fluency in data science practices and comfortable coding in C++ and Python.

Responsibilities

• Conduct applied research to identify systematic anomalies in equities markets.
• Develop and enhance trading strategies and present actionable ideas.

Skills

Data Science Practices

Feature Engineering

Signal Combining

C++

Python

Linux Environment

Handling Large Datasets

Collaborative Mindset

Education

Bachelor’s Degree in Mathematics

Bachelor’s Degree in Statistics

Bachelor’s Degree in Computer Science

Tools

AWS

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/Responsibilities:

• Perform rigorous applied research to discover systematic anomalies in equities markets
• Present actionable trading ideas and enhance existing strategies
• Identify short term opportunities in the high frequency/intraday space
• Participate in end-to-end development (i.e. data orchestration, alpha idea generation, simulation, strategy implementation, and performance evaluation)
• Contribute towards the team’s research tooling and its efficiency
• Help establish a collaborative mindset and shared ownership

Requirements:

• Bachelor’s degree or higher in mathematics, statistics, computer science, or similar quantitative discipline
• 3+ years of work experience in systematic alpha research in equities using high frequency/intraday data
• Fluency in data science practices, e.g., feature engineering, signal combining
• Technically comfortable handling large datasets
• Comfortable coding in both C++ and Python in a Linux environment
• Exposure working with cloud computing platforms such as AWS
• Highly motivated and willing to take ownership of his/her work
• Collaborative mindset with strong independent research ability
• Commitment to the highest ethical standards

The annual base salary range for this role is $175,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.