Cubist Systematic Strategies is seeking to improve their systematic US equities trading strategies by developing and enhancing their signal library
Requirements
- Demonstrated proficiency in Python
- Demonstrated proficiency in SQL
- Experience with equity options pricing models is preferred but not required
Responsibilities
- Conduct quantitative signal research and compare results against the current set of alpha signals
- Assist in the development of the entire research and trading pipeline from idea generation through to execution
- Build production-ready tools to help monitor and debug daily signal generation, portfolio construction, and trade execution processes
- Manage day-to-day operations in a fast-paced environment
Other
- B.S., M.S. or Ph.D. in finance, economics, mathematics, statistics, data science, computer science, or other quantitative discipline
- 0-2 years of professional experience in quantitative research and/or development
- Highly detail-oriented
- Ability to work both independently and collaboratively within a team
- Strong desire to deliver high quality results in a timely fashion
