Point72

Point72

Cubist Portfolio Manager

New York

Sponsorship not specifiedDetected 8 days ago
AlgorithmsStatisticsForecastingResearch

About the role

  • 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.

Responsibilities

  • Performing research to acquire historical and production data sources needed to build investment models.
  • Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
  • Engineering investment models that will make the buy and sell recommendations for the portfolios using advanced quantitative mathematic statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
  • Developing aspects of successful statistical models, focusing on forecasting and optimization.

Requirements

  • Advance degree (Masters or Ph.D.) in a computational or analytical field.
  • Hands on experience with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.

This listing is sourced directly from Point72's careers page and normalized into a canonical job model.