Cubist Quantitative Researcher

Posted:
8/15/2024, 10:25:35 AM

Location(s):
Hong Kong, China

Experience Level(s):
Junior

Field(s):
Software Engineering

Pay:
$120/hr or $249,600 total comp

ABOUT CUBIST 

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

ROLE

Our research center in Hong Kong is seeking an experienced researcher with a strong background in alpha research. In this highly selective role you will have access to abundant research resources and exciting opportunities to discover high quality alpha signals that directly drive our investment decisions.

RESPONSIBILITIES

  • Conduct original quantitative alpha signal research
  • Manage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading idea generation, alpha signal/portfolio analysis and the management of production code
  • Evaluate new datasets for alpha potential
  • Follow, digest, analyze and improve upon the latest academic research 

DESIRABLE CANDIDATES

  • 2+ years of research experience in Equities.
  • Ph.D. or M.S. in finance, accounting, economics, mathematics, statistics, physics, computer science, operations research, or another quantitative discipline.
  • Programming in any of the following: R, Python, or C++.
  • Experience with SQL.
  • Demonstrated ability to learn and apply new methodologies to alpha generation.
  • Ability to work both independently and collaboratively within a team.
  • Strong desire to deliver high quality results in a timely fashion.
  • Detail-oriented.
  • Willingness to take ownership of his/her work.