Cubist Quantitative Researcher
Core
Deciphering global equity markets through rigorous statistical analysis and machine learning to generate alpha and achieve financial outperformance.
Role type
Quantitative Researcher (Systematic Trading)
Builds
Systematic trading strategies across equities, futures, and foreign exchange
Domain
Financial Markets / Quantitative Trading
Deliverable
production ML models
Required skills
statistical analysis, machine learning, feature design, backtesting, portfolio construction, Python, Numpy, Pandas, linear algebra
Responsibilities
Finding alphas in global equity markets using technical or alternative data; performing hypothesis testing and backtesting to improve alpha ideas; maintaining and improving the research pipeline for alpha generation and portfolio construction; maintaining and improving portfolio trading in production environments.