Deadline: 11:59 pm

  1 Submission

Data Scientist

Visa Sponsorship - Yes
New York, NY
Hong Kong
Cubist Systematic Strategies is one of the world’s premier investment firms. 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.

Job Description

We are passionate about data. We collaborate to build elegant, effective, scalable and highly reliable solutions to empower predictive modelling in finance.

Cubist’s data services group is looking for a Data Scientist to join our dedicated team. Our group is responsible for the timely delivery of comprehensive and error-free data to some of the most demanding and successful systematic Portfolio Managers in the world.

This exceptional individual will be a member of a small team of Data Scientists who play a vital role in ensuring the smooth day-to-day implementation of a large research infrastructure, and the live production trading of billions of dollars of capital across global capital markets, including equities, futures, options and other financial instruments.

Job Responsibilities

Identification of new data sets

Engaging with vendors to understand characteristics of datasets

Building processes and technology tools to ingest, tag and clean datasets

Analysis of datasets to generate descriptive statistics and propose potential applications of data

Research of potential “alpha signals” for presentation to Portfolio Managers

Monitoring and enhancing the automated data collection and cleansing infrastructure

Research on new technologies for improved data management and efficient retrieval

Desirable Candidates

Ph.D. in computer science, mathematics, physics, statistics or another disciplines involving rigorous quantitative analysis techniques

At least 1 year of experience as a Data Scientist, quantitative researcher or in a similar role

Experience working with large data sets, including classification, regression, distribution analysis, and predictive modeling

Experience applying statistical tests to large data sets

Programming skills in SQL, TSQL, SQL Server or PL-SQL

Programming skills in Python and at least one of C#, C++, or Java

Financial industry experience preferred but not required

Experience dealing with intraday, tick and order book data a plus

Strong problem solving skills

Intellectual curiosity and a love of learning

Attention to detail and a love of process

Strong oral and written communication skills