Cubist Portfolio Manager
Core
Dynamically managing portfolio risk and overseeing automated trade execution for systematic trading strategies across equities, futures, and foreign exchange.
Role type
Senior quantitative portfolio manager (systematic trading)
Builds
Sophisticated investment strategies and quantitative financial computer modeling systems
Domain
Quantitative finance / Systematic trading
Deliverable
production ML models
Required skills
Quantitative financial modeling, algorithm design, statistical analysis, risk management, data engineering, backtesting, performance monitoring, team leadership
Preferred skills
Advanced knowledge of market anomalies, forecasting and optimization, expanding trading universe
Technologies
Quantitative mathematical algorithms, statistical models, computer modeling systems
Responsibilities
Evaluate historical and real-time strategy performance; oversee automated trade execution and monitor transaction costs; supervise researchers and developers; design and engineer quantitative investment models; perform research to acquire historical and production data; develop statistical models for forecasting and optimization; expand trading universe and volume.
Seniority
Senior, hands-on IC with team leadership
