Cubist Quantitative Researcher

Hedge Fund Careers & Internships | Point72 Careers

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Chicago, New York, Seattle Until 8/21/2026 H-1B sponsor history First posted March 27, 2025 Last posted March 27, 2025
Job description

 

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

Entry-Level Quantitative Researchers are responsible for conducting rigorous quantitative research with a focus on predictive models. You will be trained in all aspects of systematic trading from idea generation all the way to practical trading considerations. Successful hires will ultimately become thought leaders within our collaborative research group.

RESPONSIBILITIES

  • Conduct original quantitative alpha signal research
  • Follow, digest and analyze the latest academic research
  • Manage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, alpha discovery, trading strategy generation, backtesting and portfolio analysis
  • Build analytical tools to supplement our shared research framework 

REQUIRMENTS 

  • B.S., M.S. or PhD in finance, economics, mathematics, statistics, data science, computer science, or other quantitative discipline.
  • Programming in Python (or comparable language) and working knowledge of SQL
  • Strong analytical and quantitative skills.
  • Willingness to take ownership of his/her work.
  • Ability to work both independently and collaboratively within a team.
  • Strong desire to deliver high quality results in a timely fashion.
  • Detail-oriented.
  • Prior experience in the financial services industry is not required. 
  • A commitment to the highest ethical standards. 

 

 

About this role

Summary

Conduct quantitative research on market anomalies and build analytical tools for systematic trading.

Job title

Cubist Quantitative Researcher

Experience level

entry level

Industry

finance

Location requirements

Candidate must be in Chicago, New York, or Seattle; remote work not specified.

Salary

Not specified

Visa sponsorship

H-1B sponsor history

Management role

No

Skills & keywords

Required skills

PythonSQLquantitative skillsown work

Preferred skills

None specified

Specializations

predictive modelsmarket anomaliesquantitative researchalpha signals
Locations

Structured locations inferred from the posting.

Chicago, IL, USA

On-site City

New York, NY, USA

On-site City

Seattle, WA, USA

On-site City
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