Cubist Systematic Strategies

Position Title/Short Description

Full Text of JOE Listing:

Role/Responsibilities:
• Independently conduct quantitative finance research with a focus on statistical and predictive models
• Manage all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
• Design, backtest, and implement algorithms for optimal portfolio construction
• Risk modeling
• Liquidity and transaction cost modeling
• Evaluate new datasets for alpha potential
• Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure

Requirements:
- MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline.
- Three or more years of experience in algorithmic trading, high-frequency trading or short-term statistical arbitrage.
- Demonstrated ability to conduct independent research utilizing large data sets.
- Prior experience developing, researching or implementing quantitative models for equities, futures or FX, either at a firm or independently
- Programming in any of the following: C++, Java, C#, MATLAB, R, Python or Perl.
- Strong analytical and quantitative skills.
- Detail-oriented.
- Willing to take ownership of his/her work, working both independently and within a small team.