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 liquid futures markets
- Present actionable trading ideas and enhance existing strategies
- Identify short term opportunities in the high frequency/intraday space and be able to monetize them
- Conduct and participate in end-to-end development, 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:
- Advanced degree in mathematics, statistics, computer science, or similar quantitative discipline
- 5+ years of work experience in systematic alpha research in liquid futures using high frequency/tick data
- Fluency in data science practices, e.g., feature engineering, signal combining
- Technically comfortable handling large datasets
- Comfortable with C++ and Python in a Linux environment with AWS exposure
- Highly motivated, willing to take ownership of his/her work
- Collaborative mindset with strong independent research ability
- 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.
