Cubist Systematic Strategies seeks a Statistical Researcher adept in quantitative finance and market anomalies. Focus on data-driven insights and model development in a collaborative environment.
As a Statistical Researcher, you will engage in quantitative research involving testing and analyzing data sets. This role requires managing the entire research process, from methodology to performance monitoring. Candidates should exhibit strong technical skills and enthusiasm for financial markets, ensuring impactful contributions.
Key Responsibilities:
• Develop and test predictive statistical models for various asset classes
• Conduct thorough data collection and analysis for research
• Monitor performance and backtest research methodologies
• Collaborate closely with team members on complex challenges
• Employ programming skills in C++, R, or Python for research tasks
Requirements:
• Advanced degree in a quantitative discipline (MS or PhD)
• 3-7 years of experience in quantitative research roles
• Proficient analytical capabilities with large data sets
• Detail-oriented approach to research and model testing
• Robust programming skills in relevant languages
Utilize your expertise to make data-informed decisions at Cubist and explore financial patterns in innovative ways.
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