At a Glance
- Tasks: Conduct innovative research to uncover market anomalies and enhance trading strategies.
- Company: Join Cubist Systematic Strategies, a leader in systematic trading and data-driven insights.
- Benefits: Competitive salary, access to cutting-edge technology, and opportunities for professional growth.
- Other info: Collaborative environment with a focus on ethical standards and continuous learning.
- Why this job: Make a real impact in the finance world with your analytical skills and creativity.
- Qualifications: Strong background in maths, stats, or computer science; experience in signal research preferred.
The predicted salary is between 60000 - 80000 £ per year.
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 and innovative research to discover systematic anomalies in global macro markets (futures, FX, etc.)
- Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in mid frequency trading space
- Perform feature combination and monetization using various modeling techniques
- Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
- Maintain and improve portfolio trading in a production environment
- Contribute to the analysis framework for scalable research
Requirements
- Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
- 2-6 years of signal research experience in macro trading as part of a trading team
- Specialization in swaps, fixed income, or commodities trading a plus
- Prior professional experience with feature engineering, modeling, or monetization
- Ability to efficiently format and manipulate large, raw data sources
- Demonstrated proficiency in Python, R, or C/C++
- Familiarity with data science toolkits, such as scikit-learn, Pandas
- Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
- Collaborative mindset with strong independent research abilities
- Commitment to the highest ethical standards
Quantitative Researcher employer: Point72
Cubist Systematic Strategies is an exceptional employer that fosters a culture of innovation and collaboration, making it an ideal place for Quantitative Researchers to thrive. With access to extensive data sources and a commitment to rigorous research, employees are empowered to explore and develop cutting-edge trading strategies in a dynamic environment. The company prioritises professional growth, offering opportunities for skill enhancement and career advancement while maintaining the highest ethical standards.
