Point72 / Cubist
Equity Quantitative Researcher
New York +1 · Full-time · Posted Aug 15, 2024
- Location
- New York
New York, New York, United States - Experience
- 1+ years of work experience in systematic alpha research in equities.
- Education
- MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or another quantitative field with a strong foundation in statistics.
About the job
Conduct systematic equity research to discover and implement alpha strategies, from idea generation and data analysis through backtesting and production maintenance.
What you'll do
- Research systematic anomalies in equity markets and develop alpha strategies end to end.
- Identify and evaluate datasets for stock return prediction.
- Maintain and improve portfolios in production.
What they ask for
- MS or PhD in a quantitative field with a strong foundation in statistics.
- 1+ years of work experience in systematic alpha research in equities.
- Proficiency in R or Python.
- Strong command of applied statistics, linear algebra, time series models, and financial markets.
Nice to have
- Experience developing short-term alpha signals (intraday or a few days).
Tools
R, Python
Model-written summary · the original posting is authoritative