Quant jobs / Point72

Quantitative Finance Researcher

A research role at Cubist Systematic Strategies, Point72's systematic trading affiliate, building statistical and predictive models. Researchers run the whole research cycle themselves, from data to live monitoring.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Select methods and gather data for new predictive models
Prototype and backtest models on large data sets
Monitor performance of strategies once running
Look for market anomalies across equities, futures and FX

What they ask for

Required

Programming in C++, C#, Java or Python
Strong analytical and quantitative skills
Independent research on large data sets
Interest in quantitative research
Attention to detail

Preferred

Prior equity modelling experience

Education: MS, PhD or PhD candidates in finance, computer science, maths, physics or another quantitative subject.
Experience: Entry level; training given to researchers without a finance background.
Languages and tools: C++
C#
Java
Python
Markets: equities, futures, fx

How to prepare

Replicate a published equity anomaly end to end with proper backtesting
Learn how to avoid overfitting and data snooping
Practise cleaning and analysing large data sets in Python
Study basic statistical learning for return prediction

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Point72’s site before applying: requirements, location and pay can change after we check them.

View the posting on Point72’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Point72 and doesn’t handle applications.