Cubist Portfolio Manager

Overview

Join Cubist Systematic Strategies to manage portfolio risk and oversee automated trading. You will lead a small team of researchers and developers while building and refining quantitative models that forecast risk, return, and costs. You will integrate diverse data sources, backtest strategies, and extend the firm’s trading universe across asset classes. This role blends rigorous research with practical implementation to scale systematic strategies in a fast-paced, data-driven environment. You will contribute to the firm’s mission of turning data into disciplined, model-driven investments.

Responsibilities

• Dynamically manage portfolio risk by evaluating strategy performance (historical and real-time)
• Oversee automated trade execution and monitor transaction costs
• Supervise a small team of researchers and developers
• Design, research, and manage sophisticated investment strategies via advanced quantitative financial models
• Acquire historical and production data for model building
• Design and develop quantitative algorithms linking diverse data sets
• Develop investment models to generate buy/sell recommendations accounting for risk, return, and trading costs
• Conduct ongoing quantitative research to enhance and expand strategies and markets
• Develop statistical models focusing on forecasting and optimization
• Expand trading universe and liquidity across exchanges and products

Key requirements

• Master’s or PhD in a computational or analytical field
• Minimum of 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX
• Hands on experience with methodology, data collection and analysis, testing, prototyping, backtesting, and performance monitoring
• Innovative, intellectually driven, with intense curiosity about financial markets and human behavior

• innovative
• intellectually driven
• curiosity about markets
• quantitative financial modeling
• statistical modeling
• forecasting and optimization

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