Cubist Systematic Strategies, LLC, has an opening for a Research Analyst in New York, New York. This position is hybrid; up to one day per week, as permitted.

Conduct and manage quantitative finance alpha research from diverse data sources to provide accurate stock return forecasts. Build and implement profitable quantitative equity investment models. Assist with generating trading strategies. Conduct research on and analyze large data sets. Gather investment thesis and author quantitative research reports and present research results to management and other team members. Collaborate with other members of the team (including developers and other researchers) in the full life-cycle R&D process from idea generation, data preparation, model building, implementation and production deployment. Play significant role in the design, building and maintenance of the team’s research and trading infrastructure and systems. 

Must possess at least a master’s degree or its equivalent in Computational Finance, Financial Engineering, Statistics, Mathematics, Operations Research, Computer Science, Physics or a related STEM field and at least six months of internship experience as a Research Analyst, Quant Developer or Data Scientist or a related role. Must also possess the following: at least six months of internship experience programming/utilizing Python, C++, Java, and SQL; at least six months of internship experience conducting independent research utilizing large data sets or working with large databases; at least three months of internship experience working with financial and alternative data supporting a systematic investing business; and demonstrable experience developing trading strategies for instruments.

Approximately 40 hours per week; the salary range for this position is $160,000 to $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.comand reference Job Code C042026T. 

Position Title: Director of Quantitative Research

Location:

Please note that relocation to Toronto is not required. However, the successful candidate must be available to travel to Toronto once per month for a minimum of 3 consecutive business days.

Position Summary

We have a new opportunity for a Director of Quantitative Research to join our Portfolio Management team. Reporting to the Head of Research, you will:

• Play a key role in the firm’s quantitative research agenda in alpha generation, portfolio construction, and risk modelling.
• Oversee the research, validation, and deployment of stock-selection models using advanced statistical techniques.
• Guide and mentor a team of research analysts to conduct alpha research across multiple regions and investment universes leveraging our proprietary research engines.
• Broaden our research capabilities in pursuit of new datasets, economically motivated factors, and innovative analytics to improve our research breadth.
• Lead the architecture and continuous improvement of our quantitative research platform, partnering with engineering to translate research needs into production-ready systems.
• Collaborate and coordinate with cross-functional teams to implement changes in our production and research environments.
• Foster strategic adoption of emerging capabilities in Machine Learning or Large Language Models to enhance our research signals and analysis.
• Refine research best practices, documentation, and standards to ensure that our research adheres to the highest standards.
• Present research recommendations and portfolio analysis to internal and external stakeholders.

Required Qualifications

• Opportunity to be a key leader in the firm’s quantitative research initiatives and shape our research platform.
• Ability to work in a nimble, agile environment.
• Competitive compensation package.
• Employer-funded professional development, including courses and conferences.
• Flexible work environment and commuting reimbursement when you do work from the office.
• Supportive amenities and initiatives: access to a fully stocked kitchen, catered lunches, ergonomic home office setup, employee appreciation events, and retreats.
• Centrally located office at King and Bay with remarkable views of Toronto and Lake Ontario.

Nice to Have (preferred but not required)

• Quantitative research experience in other domains.
• Appreciation of financial data, workflow, and systems architecture.
• CFA or related designation.
• Other programming knowledge a plus: R, Polars, Java, MATLAB, C/C++, etc.

How to Apply:

Please forward a resume to careers@hillsdaleinv.com citing the Director of Quantitative Research role.

Position Title

Quant Trader

Location

Remote, strong preference toward North American time zone

Position Summary

Searching for a Quant Trader with direct experience in either financial markets or sports prediction markets to join a market making team at crypto.com.

The work involves building models and trading across sports and other prediction markets. Looking for someone with a strong quantitative background who is interested in applying those skills to these specific areas.

Required Qualifications

Experience: 3+ years of direct experience in quantitative trading, research, or execution within financial markets or sports prediction markets.

Modeling: Proven ability to build, test, and deploy mathematical models for pricing and risk management.

Data Proficiency: Strong capability in handling large datasets and identifying market inefficiencies.

Domain Interest: A deep understanding of market microstructure, whether in traditional limit order books or sports betting exchanges. Genuine interest in sports and/or sports betting is a plus.

How to Apply

DM me, Ian Johns on LinkedIn