Remote Cubist Quantitative Researcher

Summary

Join Cubist Systematic Strategies as a Researcher and contribute to quantitative finance research with a focus on statistical and predictive models. Successful researchers will manage all aspects of the research process, including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.

Requirements

• MS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline
• 3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX
• Strong analytical and quantitative skills
• Demonstrated ability to conduct independent research utilizing large data sets
• Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
• Detail-oriented
• Willing to take ownership of his/her work, working both independently and within a small team

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, testing, prototyping, backtesting, and performance monitoring