Cubist Systematic Strategies, LLC seeks a Research Analyst in New York, NY.
Conduct quantitative finance research w/focus on statistical & predictive models. Manage all aspects of research process, including methodology selection, data collection & analysis, prototyping, back-testing & performance monitoring. Design, back-test & implement algorithms for optimal portfolio construction. Responsible for risk modeling. Responsible for liquidity & transaction cost modeling. Evaluate new datasets for alpha potential. Contribute to continuous improvement of investment process & teams' research & trading infrastructure.
Must possess at least a master's or its equiv. in Statistics, CS, Math., Physics, or rltd quant. fld & at least 3 yrs of prior work exp. in algorithmic trading, high-frequency trading or short-term statistical arbitrage. Must also possess at least 3 yrs of exp. w: conducting independent research utilizing large data sets; developing, researching or implementing quantitative models for equities at a firm; programming in any of the following: C++, R & Python; & machine learning & Alpha Strategies.
Resume to Recruiting2014@Point72.com; Job Code GRG012018.