A new Cubist portfolio management team seeking a Quant Researcher to develop mid-frequency alpha strategies for systematic equities trading. This role offers a unique opportunity to be involved in an early-stage product launch and grow within an emerging team.
This role focuses on performing rigorous and innovative research to discover systematic anomalies in equity markets, involving end-to-end development from alpha idea generation to production implementation, including data processing, strategy backtesting, and optimization.
The ideal candidate will have an MS or PhD in a quantitative discipline, 0-2 years of professional experience, strong Python skills, expertise in data science practices, and proficiency in handling large datasets. Machine learning experience is a plus, and candidates should demonstrate critical thinking, a collaborative mindset, and a commitment to high ethical standards.
Cubist offers an opportunity to work with an innovative systematic trading team, providing exposure to cutting-edge research methodologies, advanced technological infrastructure, and the potential to develop groundbreaking trading strategies in a collaborative, intellectually stimulating environment.
