Cubist Systematic Strategies is seeking a Cubist Quantitative Researcher to conduct quantitative finance research with a focus on statistical and predictive models.
Requirements
- MS or PhD 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
Benefits
- Opportunity to work with a team of experienced portfolio managers and researchers
- Hands-on guidance and support for independent research
- Access to a wide range of publicly available data sources
- Opportunity to work on complex and challenging problems in finance