# Quantitative Researcher at Point72

Quantitative Researcher at Point72 in London. Posted December 2, 2024.

- Company: Point72
- Location: London
- Posted: 2024-12-02
- Apply: https://boards.greenhouse.io/point72/jobs/7752293002?gh_jid=7752293002
- Source: https://jobmagic.ai/jobs/quantitative-researcher-point72-qwrkk8

## Requirements

- MS or PhD in a quantitative discipline
- 0-2 years of professional work experience
- A background in financial markets is not necessary, but an interest in the field is essential
- Proven expertise in Python and handling large datasets
- Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus
- Highly motivated, curious, and critical thinker
- Collaborative mindset with strong independent research abilities
- Commitment to the highest ethical standards

## 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:**

A new Cubist portfolio management team specializing in the systematic trading of equities is looking for a Quant Researcher whose core focus will be working on mid-frequency alpha strategies. Joining the team will provide a unique opportunity to be involved with the early stages of a product launch and develop within a growing team.

**Responsibilities:**

- Perform rigorous and innovative research to discover systematic anomalies in the equities market

- End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation

- Identify and evaluate new datasets for stock return prediction

- Maintain and improve portfolio trading in a production environment

- Contribute to the analysis framework for scalable research

**Requirements: **

- MS or PhD in a quantitative discipline

- 0-2 years of professional work experience

- A background in financial markets is not necessary, but an interest in the field is essential

- Proven expertise in Python and handling large datasets

- Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus

- Highly motivated, curious, and critical thinker

- Collaborative mindset with strong independent research abilities

- Commitment to the highest ethical standards