Quantitative Portfolio Manager

About the role

Point72’s Cubist Systematic Strategies is seeking a senior Quantitative Portfolio Manager to lead the design, implementation, and ongoing management of systematic trading strategies across equities, futures and FX. The role combines rigorous research, advanced quantitative modeling, and real‑time risk management to drive portfolio performance.

Key responsibilities

• Dynamic portfolio risk management through evaluation of historical and real‑time strategy performance.
• Oversee automated trade execution, monitor transaction costs and ensure optimal execution quality.
• Supervise a small team of researchers and developers on daily operations.
• Design, research and manage sophisticated investment strategies using quantitative financial modeling systems.
• Acquire and integrate historical and production data sources required for model development.
• Develop quantitative algorithms that link diverse data sets and generate buy‑sell recommendations.
• Conduct ongoing quantitative research to enhance existing strategies and expand into new markets.

Required profile

• Advanced degree (Master’s or Ph.D.) in a computational or analytical discipline.
• Minimum 10 years of experience developing, researching, or implementing quantitative models for equities, futures, or FX.
• Hands‑on experience with the full research lifecycle: methodology, data collection, analysis, testing, prototyping, back‑testing and performance monitoring.
• Strong intellectual curiosity about financial markets and human behavior.

Required skills