Point72's Cubist Systematic Strategies seeks exceptional quantitative researchers to conduct independent financial research using advanced statistical and predictive models. Ideal candidates will combine strong technical skills with a passion for problem-solving and deep curiosity about financial markets.
Primary responsibilities include independently conducting quantitative finance research, focusing on developing and testing statistical and predictive models across various financial asset classes. Researchers will manage the entire research process from methodology selection to data collection, analysis, prototyping, backtesting, and performance monitoring.
Candidates must possess strong analytical and quantitative skills, with a Master's or PhD in finance, computer science, mathematics, physics, or a related quantitative discipline. Typically, 3-7 years of experience in alpha-driven quantitative research across equities, futures, fixed income, credit, and/or FX is desired. Proficiency in programming languages such as C++, Java, C#, MATLAB, R, Python, or Perl is essential, along with the ability to work independently and collaboratively.
Point72 offers an exceptional environment for talented researchers, providing opportunities to work with experienced portfolio managers and researchers. The firm values diverse backgrounds and looks for colleagues with unparalleled passion, whether from technical, academic, or creative domains. Successful researchers will have the chance to contribute to cutting-edge financial research and develop innovative trading strategies.
