ABOUT CUBIST Cubist Systematic Strategies is one of the world’s premier investment firms. The firm 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.

RESPONSIBILITIES

REQUIREMENTS

Bachelor’s degree or higher in mathematics, statistics, computer science, or similar quantitative discipline 3+ years of work experience in systematic alpha research in equities using high frequency/intraday data Fluency in data science practices, e.g., feature engineering, signal combining Technically comfortable handling large datasets Comfortable coding in both C++ and Python in a Linux environment Exposure working with cloud computing platforms such as AWS Highly motivated and willing to take ownership of his/her work Collaborative mindset with strong independent research ability Commitment to the highest ethical standards

Quantitative Researcher