Asia's #1 Certified Quant Training Program, developed by Hedge Fund Quants
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About the Role
JOB DESCRIPTION
This is an opportunity for students and researchers of advanced data modeling and statistical learning methods to apply these techniques to market prediction and systematic trading.
JOB RESPONSIBILITIES
Pre-process (validate, clean, normalize, reduce dimension) very large data sets for model estimation and event studies
Identify features and relationships useful for the predictive modeling of market dynamics
Requirements
DESIRABLE CANDIDATES
Undergraduate, MS, or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline
Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
Strong analytical and quantitative skills
Demonstrated interest in financial markets and systematic trading
Clear, concise, and proactive communicator
Detail-oriented
Willing to take ownership of his/her work, working both independently and within a small team
About the Company
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