Cubist Systematic Strategies, LLC, has an opening for a Portfolio Manager II in New York, New York. This position is hybrid; may work at home up to 2 days per week, as permitted.

Perform rigorous and innovative research to discover systematic anomalies in the futures market. End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation. Identify and evaluate new datasets for futures return predictions. Maintain and improve the portfolio trading in production environment.

Must possess at least a master’s degree or its equivalent in Financial Engineering, Computational Finance, Mathematics, Statistics or a related field and at least seven years of experience as a Quantitative Researcher at a financial services institution. Must also possess experience with the following: at least seven years of experience programming/utilizing Python; at least seven years of experience performing statistical analysis of historical data gathered from financial markets to build quantitative models; at least seven years of experience conducting independent research utilizing large data sets; at least seven years of experience working in a systematic investing business; at least three years of experience with systematic investing strategies for government bonds and the Forex market; at least three years of experience with high frequency trading; and at least one year of experience with the commodity market.

Approximately 40 hours per week; the salary range for this position is from $200,000 - $300,000 per year.

Any person who is interested in this position may apply to the following for consideration: Send your resume to svcRecruiting@Point72.com and reference Job Code W092026X. 

Position Title

Quantitative Research Analyst

Location

Washington, DC

 Chicago, IL

 New York, NY

Position Summary

The Office of Clearance and Settlement (OCS) within Division of Examinations is seeking a Quantitative Research Analyst (Financial Engineer), SK-1501-14 in various locations. The Quantitative Research Analyst will be responsible for analyzing complex and quantitatively driven risk management areas such as margin systems, liquidity, default management, and model risk management.

Required Qualifications

Applicants are responsible for confirming all required materials are submitted by the closing date of the announcement. Please check the How You Will Be Evaluated and Required Documents sections carefully, as missing documents will render the application incomplete and ineligible for review.

Qualifying experience may be obtained in the private or public sector. Experience refers to paid and unpaid experience, including volunteer work done through National Service programs (e.g., Peace Corps, AmeriCorps) and other organizations (e.g., professional; philanthropic; religious; spiritual; community, student, social). Volunteer work helps build critical competencies, knowledge, and skills and can provide valuable training and experience that translates directly to paid employment. You will receive credit for all qualifying experience, including volunteer experience. All qualification requirements must be met by the closing date of this announcement. Additional qualifications information can be found here.

BASIC REQUIREMENT:

Degree: Mathematics, statistics, or actuarial science. The degree must be in a major field of study (at least at the baccalaureate level) that is appropriate for the position.

OR

Combination of education and experience: Courses equivalent to a major field of study as shown in paragraph A above, plus additional education or appropriate experience.

MINIMUM QUALIFICATION REQUIREMENT: In addition to meeting the basic requirement, applicants must also meet the minimum qualification requirement

SK-14: Applicant must have at least one year of specialized experience equivalent to the GS/SK-13 level. Specialized experience includes the following:

Applying the theories, principles, and processes of quantitative research; AND

Interpreting financial and securities industry data; AND

Developing, maintaining, and/or validating models used for forecasting, valuation, instrument strategy selection, portfolio construction or risk management using modern software languages such as Python, R, C/C++/C#, kdb+/q in UNIX/Shell environments; AND

Manipulating large data sets to develop hands-on programmatic applications of probability and statistics.

How to Apply:

https://www.usajobs.gov/job/880488300

Position Title

Quantitative Research Analyst

Location

New York, NY

Position Summary

The Office of Risk Analysis (ORS) within Division of Examinations is seeking a Quantitative Research Analyst (Financial Engineer), SK-1501-14 in New York, NY. The Quantitative Analytics Unit (QAU) within ORS is responsible for quantitatively driven analytical projects supporting EXAMS. The QAU applies mathematics, statistics, machine learning, AI and other modern data science methods to further the Division's monitoring and identification of securities laws violations.

Required Qualifications

Applicants are responsible for confirming all required materials are submitted by the closing date of the announcement. Please check the How You Will Be Evaluated and Required Documents sections carefully, as missing documents will render the application incomplete and ineligible for review.

Qualifying experience may be obtained in the private or public sector. Experience refers to paid and unpaid experience, including volunteer work done through National Service programs (e.g., Peace Corps, AmeriCorps) and other organizations (e.g., professional; philanthropic; religious; spiritual; community, student, social). Volunteer work helps build critical competencies, knowledge, and skills and can provide valuable training and experience that translates directly to paid employment. You will receive credit for all qualifying experience, including volunteer experience. All qualification requirements must be met by the closing date of this announcement. Additional qualifications information can be found here.

BASIC REQUIREMENT:

• Degree: Mathematics, statistics, or actuarial science. The degree must be in a major field of study (at least at the baccalaureate level) that is appropriate for the position.

OR

• Combination of education and experience: Courses equivalent to a major field of study as shown in paragraph A above, plus additional education or appropriate experience.

MINIMUM QUALIFICATION REQUIREMENT: In addition to meeting the basic requirement, applicants must also meet the minimum qualification requirement
SK-14: Applicant must have at least one year of specialized experience equivalent to the GS/SK-13 level. Specialized experience includes the following:

1.    Applying the theories, principles, and processes of quantitative research to financial and securities industry data; AND

2.    Utilizing AI, LLMs, machine learning; AND

3.    Modeling and coding in languages such as Python, R, C/C++/C#, kdb+/q in Linux and cloud environment; AND

4.    Manipulating large data sets to develop hands-on programmatic applications of probability and statistics.

How to Apply:

https://www.usajobs.gov/job/880488300