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:
- Conduct in-depth analysis on portfolios for both Equity and Macro PMs to gain insight into their investment style, risk profile, portfolio construction philosophy and market behavior.
- Engage with PMs to present analytics and research notes from a portfolio analytical perspective and continue refining the research process and deliverables based on collaborations to improve portfolio performance.
- Communicate key findings on portfolios to Cubist management and counterparties across Point72 to facilitate efficient capital allocations across investment teams.
- Create proprietary factors on top of conventional risk models to help portfolios navigate different market conditions.
- Develop analytics tools and applications to monitor portfolio profile and construction features and identify macro themes.
Job Requirements:
- Graduate degree in quantitative finance, statistics, math, engineering, or computer science.
- 3+ years of work experience in quantitative finance, including but not limited to research, trading, or risk management. Experience with statistical models is preferred.
- Proficiency in quantitative programing languages (Python preferred) and experience with database programing language SQL.
- Team player who is intellectually honest.
- Strong attention to detail to ensure high quality of deliverables.
- Intellectual curiosity about analytical findings and desire to drill down to details.
- Experience with Unix environment is preferred.
- Commitment to the highest ethical standards.
Top Skills
What We Do
Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. Resting on more than a quarter-century of investing experience, we seek to be the industry’s premier asset manager through delivering superior risk-adjusted returns, adhering to the highest ethical standards, and offering the greatest opportunities to the industry’s brightest talent. We’re inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. For more information, visit www.Point72.com/working-here.
