Cubist Quantitative Researcher
Core
Conduct independent quantitative finance research to build statistical and predictive models for systematic trading strategies.
Role type
Quantitative Researcher (Alpha Generation)
Builds
Predictive models for systematic trading strategies
Domain
Financial Markets / Quantitative Finance
Deliverable
production ML models
Required skills
Statistical modeling, Predictive modeling, Data analysis, Backtesting, Independent research, Large dataset handling
Preferred skills
Problem solving, Curiosity about financial markets, Passion for problem solving
Technologies
C++, Java, C#, MATLAB, R, Python, Perl
Responsibilities
Select research methodology, Collect and analyze data, Test and prototype models, Backtest strategies, Monitor performance
Seniority
Mid-Senior (3-7 years experience)
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