Cubist Portfolio Manager

New York, NYfull timeOn Site

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senior

H1B: yes

Point72 The Cubist Portfolio Manager dynamically manages portfolio risk and oversees automated trade execution for systematic trading strategies. The role includes supervising a team and designing advanced quantitative financial models for investment strategies.

Responsibilities

Dynamically managing portfolio risk by evaluating historical and real-time strategy performance
Overseeing automated trade execution and monitoring transaction costs
Supervising a small team of researchers and developers on a daily basis
Designing, researching, and managing sophisticated investment strategies by creating and engineering advanced quantitative financial computer modeling systems
Performing research to acquire historical and production data sources needed to build investment models
Designing and developing quantitative mathematical algorithms to link diverse data sets from various providers
Engineering investment models that make buy and sell recommendations using advanced quantitative mathematics, statistics, and investment theory
Using quantitative models to value securities
Conducting ongoing quantitative research and analysis to enhance existing strategies and expand into new markets
Developing aspects of successful statistical models, focusing on forecasting and optimization
Expanding trading universe and volume and expanding to other exchanges and products

Qualification

Advance degree (Masters or PhInnovative

Required

Advance degree (Masters or Ph.D.) 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 all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.