Cubist Systematic Strategies, an affiliate of Point72, 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.
ROLE
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 advance quantitative financial computer modeling systems to aid in analysis and research.
Performing research to acquire historical and production data sources needed to build investment models.
Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
Engineering investment models that will make the buy and sell recommendations for the portfolios using advanced quantitative mathematic statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
Using quantitative models to value securities.
Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to 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.
REQUIREMENTS
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.
工作資料:
公司名稱: Point72
職位: Cubist Portfolio Manager
工作地點: 香港
國家: HK
如何提交申請:
在閱讀並了解職位資料中說明的入職標準及最低資格要求後, Cubist Portfolio Manager at the office 香港 以上,請立即準備好求職信、履歷表(CV)、畢業證書副本及其他證明文件。請透過下方的「下一頁」連結提交申請。
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