Cubist is seeking exceptionally talented research analysts for a Quant Academy rotational program. This opportunity provides comprehensive training in quantitative trading approaches across multiple asset classes, designed for recent graduates with strong quantitative backgrounds.
The primary responsibility involves participating in a structured rotational program across various teams within Cubist, gaining exposure to systematic trading strategies. Candidates will develop skills covering the entire trade lifecycle from market data research to portfolio construction, execution, and post-trade analysis.
Ideal candidates must possess an advanced quantitative degree (MS or PhD) in disciplines like computer science, mathematics, physics, or engineering. Strong programming skills, ability to conduct independent research using large datasets, analytical prowess, and demonstrated quantitative skills are essential. Candidates should demonstrate intellectual curiosity, proactive communication, and ability to work both independently and collaboratively.
The program offers a competitive annual base salary range of $150,000-$200,000, comprehensive training in financial industry expertise, and an opportunity to build a strong foundation in quantitative financial research with potential for long-term career development at a prestigious financial firm.
