Point72 是由 Steven Cohen領導的全球資產管理公司,專精於使用主觀多空策略、宏觀策略,與演算法程式交易策略進行投資,全球共有九個分公司據點。
Cubist Systematic Strategies 是Point72 的量化事業分支,專門在多種流動資產類別,包括股票、期貨、外匯中部署由電腦主導的系統化交易策略。我們有探索金融市場的熱情,致力於透過卓越的數據存取能力,利用廣泛的公開資料嚴格地研究各種市場異常現象。
Role
量化財務研究員將被賦予獨立進行量化研究的職責,並聚焦於建立統計與預測模型。成功的研究員將管理完整的研究流程,包括方法挑選、資料蒐集與分析、建立模型原型、回測、及效能監控。
Requirements
- 數學、物理、工程,或其他量化領域的學士、碩士、博士級學歷。
- GPA 排名於系所的前 20 %。
- 具備以下任一程式語言的撰寫能力:C++, C#, Java, or Python.
- 擁有優秀的分析與量化技能。
- 對量化研究和指標驅動決策的強烈興趣。
- 能展現在大數據上進行獨立研究的能力。
- 具備探索資料中趨勢的熱情。
- 願意為自己的工作成果負責,並能獨立或在小型團隊內工作。
- 仔細、細心、具抗壓性。
- 我們有中文與英文的工作環境,具備基礎英文能力。
應徵者擁有開發、研究、實作量化交易模型的過往經驗尤佳,無經驗可。我們將為無財務相關背景的新進研究員提供完整的訓練。
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About Cubist / Point72
Point72 is a global asset management firm led by Steven Cohen that uses Discretionary Long/Short, Macro, and Systematic strategies to invest in eight offices across the globe.
Cubist Systematic Strategies is the systematic investing business of Point72. The firm 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
Quantitative Researchers are responsible for independently conducting quantitative financial research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
Requirements
- B.S., M.S. or Ph.D. degree in mathematics, physics, engineer or other quantitative discipline.
- GPA ranked within the top 20% of entire class.
- Programming in any of the following: C++, C#, Java, or Python.
- Strong analytical and quantitative skills.
- Keen interest in quantitative research and metrics driven decision making.
- Demonstrated ability to conduct independent research utilizing large data sets.
- Detail-oriented.
- Passion for spotting trends in data.
- Willingness to take ownership of his/her work, working both independently and within a small team.
- Ability to work under pressure.
Prior experience developing, researching, or implementing quantitative models for equities is preferred, but not required. We will provide training for new researchers without finance backgrounds.