Cubist Systematic Strategies needs to analyze portfolios for Equity and Macro PMs to gain insight into their investment style, risk profile, portfolio construction philosophy and market behavior, and to improve portfolio performance.
Requirements
- Proficiency in quantitative programing languages (Python preferred) and experience with database programing language SQL.
- Experience with statistical models is preferred.
- Experience with Unix environment is preferred.
Responsibilities
- Conduct in-depth analysis on portfolios for both Equity and Macro PMs to gain insight into their investment style, risk profile, portfolio construction philosophy and market behavior.
- Engage with PMs to present analytics and research notes from a portfolio analytical perspective and continue refining the research process and deliverables based on collaborations to improve portfolio performance.
- Create proprietary factors on top of conventional risk models to help portfolios navigate different market conditions.
- Develop analytics tools and applications to monitor portfolio profile and construction features and identify macro themes.
Other
- Graduate degree in quantitative finance, statistics, math, engineering, or computer science.
- 3+ years of work experience in quantitative finance, including but not limited to research, trading, or risk management.
- Team player who is intellectually honest.
- Strong attention to detail to ensure high quality of deliverables.
- Intellectual curiosity about analytical findings and desire to drill down to details.
- Commitment to the highest ethical standards.
