Role at a glance
- Salary
- Not Disclosed
- Location
- New York, United States New York, New York, United States
- Work arrangement
- On-site
- Employment
- Full-time
- Experience
- Minimum of 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX.
- Education
- Advance degree (Masters or Ph.D.) in a computational or analytical field.
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Role Summary
The Cubist Portfolio Manager manages portfolio risk and oversees systematic investment strategies. The role develops and researches quantitative models and strategies for liquid asset classes.
What You'll Do
- Evaluate historical and real-time strategy performance to manage portfolio risk.
- Oversee automated trade execution and monitor transaction costs.
- Supervise a small team of researchers and developers.
- Research data sources and design quantitative algorithms and investment models for portfolio recommendations, forecasting risk, return,...
- Conduct quantitative research to enhance existing strategies and expand into new markets, exchanges, and products.
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View full postingQualifications
Advanced degree in a computational or analytical field; at least 10 years’ experience developing, researching, or implementing quantitative models for equities, futures, and/or FX; hands-on experience across the research process, including methodology, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
Original job description
Content provided by the employer
Original job description
Content provided by the employer
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
- Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.
- Overseeing automated trade execution and monitoring transaction costs.
- Supervising a small team of researchers and developers on a daily basis.
- Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.
- Performing research to acquire historical and production data sources needed to build investment models.
- Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
- Engineering investment models that will make the buy and sell recommendations for the portfolios using advanced quantitative mathematic statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
- Using quantitative models to value securities.
- Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.
- Developing aspects of successful statistical models, focusing on forecasting and optimization.
- Expanding trading universe and volume and expanding to other exchanges and products.
REQUIREMENTS
- Advance 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 with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
- Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.
About the company
Point72
Large Enterprise
Point72 is a global asset management firm that invests across various asset classes, primarily focusing on equity and credit markets. Founded by Steven A. Cohen in 2014, the firm leverages advanced data analytics and extensive research to drive investment decisions and deliver superior returns for its clients. With a commitment to collaboration, innovation, and professional development, Point72 cultivates a dynamic work environment where talented individuals can thrive in the fast-paced financial landscape. The company fosters a culture of integrity and accountability, aiming to contribute positively to the communities it serves.