Quantitative Researcher - Macro
Point72 , New York +1
About the job
About Cubist
Cubist Systematic Strategies, an affiliate of Point72, 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.
Role
Quantitative researcher to help build out a systematic macro (futures, FX, and vol) strategies. Core focus will be working on mid-frequency alpha strategies.
Job Description
- Develop systematic trading models across FX, commodities, fixed income, and equity markets
- Alpha idea generation, backtesting, and implementation
- Assist in building, maintenance, and continual improvement of production and trading environments
- Evaluate new datasets for alpha potential
- Improve existing strategies and portfolio optimization
- Execution monitoring
- Be a core contributor to growing the investment process and research infrastructure of the team