Cubist Quantitative Researcher
Core
Conduct independent quantitative finance research to develop statistical and predictive models for systematic trading strategies.
Role type
Quantitative Researcher
Builds
Alpha-driven trading strategies for equities, futures, fixed income, credit, and FX
Domain
Quantitative Finance / Systematic Trading
Deliverable
production ML models
Required skills
Statistical modeling, Predictive modeling, Data analysis, Backtesting, Methodology selection, Independent research, Large dataset handling
Preferred skills
C++, Java, C#, MATLAB, R, Python, Perl
Technologies
C++, Java, C#, MATLAB, R, Python, Perl
Responsibilities
Conduct quantitative finance research, Select research methodologies, Collect and analyze data, Test and prototype models, Backtest strategies, Monitor performance
Seniority
Mid-Senior (3-7 years experience)