Point72 / Cubist
Cubist Portfolio Manager
New York +1 · Manager · Full-time · Posted Aug 15, 2024
- Location
- New York
New York, New York, United States - Experience
- Minimum of 10 years.
- Education
- Advanced degree (Masters or Ph.D.) in a computational or analytical field.
About the job
Manages systematic investment strategies and portfolio risk, leading quantitative research, model development, and automated trading across liquid asset classes.
What you'll do
- Evaluate strategy performance and portfolio risk; oversee automated execution and transaction costs.
- Design, research, and manage quantitative investment models and algorithms using historical and production data.
- Supervise a small team and conduct research to improve strategies, expand markets, and develop statistical forecasting and optimization models.
What they ask for
- Advanced degree (Masters or Ph.D.) in a computational or analytical field.
- Minimum of 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX.
- Hands-on experience across the research process, including data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
- Innovative, intellectually driven, with intense curiosity about financial markets and human behavior.
Model-written summary · the original posting is authoritative