Quant jobs / Point72

Quantitative Researcher – Equities

A researcher role in a new Cubist portfolio team that trades equities systematically on mid-frequency alpha strategies. You would join early in the product's life and own research through to production.

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.

Test new datasets for stock return prediction
Develop and backtest equity alpha ideas
Process data and optimise portfolios for the new strategy
Help run and improve live portfolio trading
Extend the shared research framework

What they ask for

Required

MS or PhD in a quantitative discipline
Python with large datasets
Data science practice such as feature engineering
Independent research ability
Genuine interest in markets

Preferred

Machine learning experience

Education: MS or PhD in a quantitative discipline.
Experience: 0-2 years of professional experience; finance background not required.
Languages and tools: Python
Markets: equities

How to prepare

Build a cross-sectional equity return model with feature engineering
Backtest it with realistic costs and out-of-sample checks
Learn how to evaluate alternative datasets for alpha
Study portfolio optimisation under constraints

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.