Cubist Systematic Strategies – Quantitative Research Analyst – NYC. Conduct quantitative alpha research from diverse data sources to provide stock return forecasts. Master’s or equiv in Quant Finance, Financial Eng’g, Comp Sci, Ops Research, Math, Stats or related quant discipline & 4 yrs exp as Quant Researcher/Developer. Must have 4 yrs exp w/: researching, developing & implementing quant models for global equities; using Python, SQL, R, Java & C#; building quant risk models to analyze risk & return profiles; designing & building large-scale complex system; & performing risk & PnL attribution & forecast analysis; & 2 yrs exp w/ equity factor models & portfolio construction & performing research on equity signals using large data sets. Resume to P72recruiting@gmail.com & reference Job Code XY032021.