Cubist Systematic Strategies needs to deploy systematic, computer-driven trading strategies across multiple liquid asset classes, requiring rigorous research into market anomalies fueled by access to public data sources. They are looking for research analysts to join their Quant Academy rotational program to build a strong foundation and make successful research contributions in quantitative trading.
Requirements
- Demonstrated ability to conduct independent research utilizing large data sets.
- Strong programming in at least one of the following: Python, C++, MATLAB, R.
- Strong analytical and quantitative skills.
Responsibilities
- deploy systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange
- rigorous research into a wide range of market anomalies
- build a strong foundation and make successful (and meaningful) research contributions
- develop variety of skills in a more focused research environment
- touched the full life cycle of a trade – from market data and research, to portfolio construction and execution, and post-trade analysis
Other
- MS or PhD in finance, computer science, mathematics, physics, engineering or other quantitative discipline.
- Detail-oriented.
- A clear, concise, and proactive communications style; no fear around asking questions.
- A strong track record of taking ownership of one’s work, and of working both independently and within a small team.
- Intellectual curiosity and passion.
