Quantitative Researcher

Overview

Cubist Systematic Strategies seeks a Quant Researcher to advance mid-frequency alpha strategies in equities. You will conduct rigorous research, develop end-to-end pipelines from idea to production, and evaluate data sources. Join a growing portfolio management team in the early stages of a product launch. You will contribute to building scalable research and production-ready trading systems.

Responsibilities

• Perform rigorous and innovative research to identify systematic anomalies in the equities market
• Develop end-to-end workflows: alpha idea generation, data processing, backtesting, optimization, and production implementation
• Identify and evaluate new datasets for stock return prediction
• Maintain and improve portfolio trading in a production environment
• Contribute to the analysis framework for scalable research

Key requirements

• MS or PhD in a quantitative discipline
• 0-2 years of professional experience
• Background in financial markets not required but interest essential
• Proven Python expertise and ability to handle large datasets
• Fluency in data science practices (feature engineering); machine learning experience a plus
• Highly motivated, curious, and critical thinker
• Collaborative mindset with strong independent research abilities
• Commitment to the highest ethical standards
• Collaborative mindset
• Curiosity
• Critical thinking
• Python
• Handling large datasets
• Data science practices

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