Advanced Alpha Generation Specialist

2 weeks ago


Singapore beBeeResearch Full time
Quantitative Researcher

About Us

Cubist Systematic Strategies deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange.

The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Our research center in Singapore is seeking an experienced researcher with a strong background in alpha research.

In this highly selective role you will have access to abundant research resources and exciting opportunities to discover high quality alpha signals that directly drive our investment decisions.


Responsibilities
  • Conduct original quantitative alpha signal research
  • Manage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading idea generation, alpha signal/portfolio analysis and the management of production code
  • Evaluate new datasets for alpha potential
  • Follow, digest, analyze and improve upon the latest academic research
Requirements
  • 2+ years of research experience in Equities
  • Ph.D. or M.S. in finance, accounting, economics, mathematics, statistics, physics, computer science, operations research, or another quantitative discipline
  • Programming in R, Python, or C++
  • Experience with SQL
  • Demonstrated ability to learn and apply new methodologies to alpha generation
  • Ability to work both independently and collaboratively within a team
  • Strong desire to deliver high quality results in a timely fashion
  • Detail-oriented
  • Willingness to take ownership of his/her work


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