ABOUT CUBISTCubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange.
Please ensure you read the below overview and requirements for this employment opportunity completely.
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/RESPONSIBILITIESPerform 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 spacePerform feature combination and monetization using various modeling techniquesManage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementationMaintain and improve portfolio trading in a production environmentContribute to the analysis framework for scalable researchREQUIREMENTSBackground in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics2-6 years of signal research experience in macro trading as part of a trading teamSpecialization in swaps, fixed income, or commodities trading a plus. xohmjla Prior professional experience with feature engineering, modeling, or monetizationAbility to efficiently format and manipulate large, raw data sourcesDemonstrated proficiency in Python, R, or C/C++.
Familiarly with data science toolkits, such as scikit-learn, PandasStrong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniquesCollaborative mindset with strong independent research abilitiesCommitment to the highest ethical standards
Quantitative Researcher in Vauxhall employer: Point72
Point72 is an exceptional employer that fosters a dynamic and innovative work culture, ideal for experienced traders looking to make a significant impact in the world of systematic trading. With a strong emphasis on employee growth and development, Point72 offers unique opportunities to lead cutting-edge trading processes while collaborating with a talented team in a vibrant European location. The company prioritises a supportive environment where your expertise can flourish, ensuring that you are well-equipped to tackle the challenges of the financial markets.
