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.
Quantitative alpha research requires mastery of multiple domains. The best research requires original research ideas, good intuition, strong data analysis skills, and good research planning. Our research directly drives our investment decisions. This role is highly selective. We have a long history of training extraordinarily talented academic researchers to succeed in the investment services industry. Prior experience in the financial services industry is not required.
- Conduct original quantitative alpha signal research
- Manage all aspects of the research process, including hypothesis development, data collection and analysis, hypothesis testing and alpha discovery, trading strategy generation, backtesting, portfolio analysis, and production management
- Evaluate new datasets for alpha potential
- Follow, digest, analyze and improve upon the latest academic research
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Singapore City, United States