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Cubist Systematic Strategies, LLC. has an opening for a Quantitative Research Analyst in New York, NY. This position is hybrid; can work up to 2 days per week from home.Conduct and manage quantitative finance alpha research from diverse data sources to provide accurate stock return forecasts. Build and implement profitable quantitative equity investment models. Assist with generating trading strategies. Conduct research on and analyze large data sets. Gather investment thesis and author quantitative research reports and present research results to management and other team members. Collaborate with other members of the team (including developers and other researchers) in the full life-cycle R&D process from idea generation, data preparation, model building, implementation and production deployment. Play significant role in the design, building and maintenance of the team’s research and trading infrastructure and systems.Must possess at least a master’s degree or equivalent in Quantitative Finance, Financial Engineering, Computer Science, Operations Research, Mathematics, Statistics or other related quantitative discipline (like Engineering or Physics), and at least 1 year of Quantitative research internship experience or related experience at a financial services institution. Must also possess the following: at least 1 year of internship experience developing, researching, and implementing quantitative models for equities on behalf of a financial service institution; at least 1 year of experience programming/utilizing C++, SQL, and Python; at least 1 year of experience designing and implementing machine learning models; at least 1 year of experience performing statistical analysis of historical data gathered from financial markets to build quantitative models; at least 1 year of experience conducting independent research utilizing large data sets; and at least 1 year of experience with systematic trading research. Minimum Salary: 150,000 Maximum Salary: 300,000 Salary Unit: Yearly
