FAQs
What is the role of a Quantitative Researcher at Cubist Systematic Strategies?
The role involves developing systematic trading models across fixed income, currency, and commodity markets, with a focus on short-term to mid-frequency alpha strategies.
What qualifications are required for this position?
Candidates should have a background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics, along with 2-5 years of experience in macro quantitative trading, preferably in FICC.
What programming skills are necessary for this role?
Proficiency in Python is essential, along with familiarity with data science toolkits such as scikit-learn and Pandas. Experience with machine learning is also a plus.
What type of data will I be working with?
You will work with large raw data sources, perform data processing, feature engineering, and utilize various modeling techniques to extract predictive signals.
Is collaboration encouraged within the team?
Yes, a collaborative mindset is essential, and strong independent research abilities are also valued.
What kind of trading environments will I help build and maintain?
You will assist in the construction, maintenance, and continual improvement of production and trading environments, including execution monitoring.
What kind of strategies will I be focusing on?
The focus will be on developing short-term to mid-frequency alpha strategies in the macro (futures, FX, and vol) business.
Are there ethical considerations for this position?
Yes, candidates are expected to demonstrate a commitment to the highest ethical standards.
What types of modeling techniques will I need to apply?
You will be required to perform feature combination and monetization using various modeling techniques for both cross-sectional and time-series analyses.