Cubist Quantitative Researcher
- Location
- New York City, NY · On-site
- Job type
- Full-time
- Level
- Senior
- Experience
- 3+ years
- Education
- Master's degree
- Listed
- 30 days ago
Skills & highlights for this role
- quantitative finance research
- statistical modeling
- backtesting
- Python
- C++
Also useful
- MATLAB
- R
- Perl
About the role
Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.
Desirable Candidates
- MS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline
- 3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX
- Strong analytical and quantitative skills
- Demonstrated ability to conduct independent research utilizing large data sets
- Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
- Detail-oriented
- Willing to take ownership of his/her work, working both independently and within a small team
Additional information
We're looking for exceptional colleagues with unparalleled passion. If you'd like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you've worked outside of school, or as part of your curriculum. If you're proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we'd love to learn more about what excites you.
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.
From Point72's careers page, first listed on Rolev.ai on October 10, 2026. Rolev.ai is not the employer.
How Rolev.ai helps with this application
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Common questions
Where is the Cubist Quantitative Researcher job at Point72 located?
This Cubist Quantitative Researcher position at Point72 is located in New York City, NY (On-site). Always check Point72's application page for specific state eligibility or relocation policies.
What qualifications are required for Cubist Quantitative Researcher at Point72?
For the Cubist Quantitative Researcher role, Point72 highlights 3+ years of relevant experience; a master's degree; experience with quantitative finance research, statistical modeling, backtesting, Python, C++. Rolev.ai can score your existing resume against these requirements and show any skill gaps before you apply.
How do I apply for the Cubist Quantitative Researcher position at Point72?
This listing links directly to Point72's Greenhouse application page. You can apply directly on Point72's site, or use Rolev.ai to check your resume fit, generate a zero-hallucination tailored resume and cover letter for this posting, and autofill the Greenhouse application form in 1 click with the Rolev.ai Chrome extension. You always review the form and press Submit yourself.