Cubist Systematic Strategies, LLC Research Analyst in New York, New York
Generate trading strategies using statistical analysis, machine learning and advanced quantitative risk models. Conduct research on and analyze large data sets. Develop, research and implement quantitative risk models for fixed income, commodities, foreign exchange and equities. Perform quantitative analysis to develop new statistical computer models and improve existing models for liquid products in fixed income, commodities, foreign exchange and equities. Perform modeling using machine learning. Perform statistical analysis of historical data gathered from financial markets to build quantitative models to analyze the risk and return profile of portfolios of financial instruments. Perform research to acquire historical and production data sources needed to build new investment models. Assist with building and enhancing electronic trading auto-execution platform. Must possess at least a master's degree or its equivalent in Financial Engineering, Statistics, or a related quantitative field and at least four years of prior work experience as a Research Analyst, Quantitative Modeler, or Quantitative Strategist in financial industry. Must possess at least one year of experience with maching learning modeling in the financial services industry. Must possess at least two years of experience conducting independent research utilizing large data sets. Must possess at least four years of experience with each the following: developing, researching and implementing quantitative risk models for fixed income or foreign exchange on behalf of a financial service institution; performing statistical analysis of historical data gathered from financial markets to build quantitative models; analyzing the risk and return profile of portfolios of financial instruments; and programming/utilizing with C++, Java, C#, Matlab, R, Python, Perl or a similar language.