Quantitative Researcher

Point72 London, United Kingdom

Posted 17 hours ago Permanent Competitive

ABOUT CUBIST

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

ROLE/RESPONSIBILITIES

Perform rigorous and innovative research to discover systematic anomalies in global macro markets (futures, FX, etc.)
Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in mid frequency trading space
Perform feature combination and monetization using various modeling techniques
Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
Maintain and improve portfolio trading in a production environment
Contribute to the analysis framework for scalable research

REQUIREMENTS

Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
2-6 years of signal research experience in macro trading as part of a trading team
Specialization in swaps, fixed income, or commodities trading a plus.
Prior professional experience with feature engineering, modeling, or monetization
Ability to efficiently format and manipulate large, raw data sources
Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
Collaborative mindset with strong independent research abilities
Commitment to the highest ethical standards

Job ID 7587888002

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