Research Analyst; Cubist Systematic Strategies, LLC (New York, NY). Work From Home 1X per week. Conduct and manage quant finance alpha research from diverse data sources for accurate stock return forecasts. Build and implement profitable quant equity investment models. Must have at least a PhD or its equivalent in Computational Finance, Financial Engineering, Statistics, Math, Operations Research, Computer Science or a related STEM field. Must have at least 1 competitive internship in financial services. Must have demonstrated experience with: performing statatistical analysis of historical data gathered from financial markets to build quant models; conducting independent research using large data sets; state of the art understanding of linear algebra & matrix math; & programming/using Python, C++ & SQL. Salary range= $150k - $300k/yr. Resume to svcRecruiting@Point72.com & reference Job Code C092025K.

Position Title:  Quantitative Research Analyst Internship

Location: Philadelphia, USA

Position Summary

Stevens Capital Management  LP (“SCM”) is a quantitative hedge f und manager specializing in the rigorous development and disciplined implementation of empirically based trading strategies.  We employ a variety of statistical methods and techniques using our robust technology and data inf rastructure.  We operate a 24 hour low-latency global operation trading liquid f utures contracts, currencies and equities, using automated proprietary execution algorithms. Our flagship fund has been in business for more than 30 years.

We’re seeking exceptionally motivated students with a strong interest in the financial markets to contribute to our empirical research process. The range of research ideas to investigate is open-ended and will depend on a candidate's background and strengths.

Opportunities, including full-time summer internships and part-time work throughout the school year, are available for qualified students at each of the undergraduate, masters and PhD levels.

Primary Responsibilities

•   Read and analyze academic research or other source material pertaining to anomalies in the global f inancial markets.

•   Build data sets and conduct statistical analysis on the data.

Required Qualifications

•   Substantial progress toward a degree (graduate level pref erred) in a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) or f inance (with extensive coursework in quantitative disciplines).

•   Programming experience, ideally including R, C++ and/or Python.

•   Experience with regression analysis.

•   Strong interest in learning how to build, organize and analyze large data sets.

•   Strong organizational and communication skills.

How to Apply:

Please apply direct via: https://grnh.se/63aqk2wu1us