Quantitative Researcher

ABOUT CUBISTCubist Systematic Strategies is one of the world’s premier investment firms. The firm 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.RESPONSIBILITIESPerform rigorous applied research to discover systematic anomalies in equities marketsPresent actionable trading ideas and enhance existing strategiesIdentify short term opportunities in the high frequency/intraday spaceParticipate 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 efficiencyHelp establish a collaborative mindset and shared ownershipREQUIREMENTSBachelor’s degree or higher in mathematics, statistics, computer science, or similar quantitative discipline3+ years of work experience in systematic alpha research in equities using high frequency/intraday dataFluency in data science practices, e.g., feature engineering, signal combiningTechnically comfortable handling large datasetsComfortable coding in both C++ and Python in a Linux environmentExposure working with cloud computing platforms such as AWSHighly motivated and willing to take ownership of his/her workCollaborative mindset with strong independent research abilityCommitment to the highest ethical standards