Cubist Data Scientist

Description

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

Cubist’s data services group is seeking 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 part 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.

Responsibilities

• Identify new data sets
• Engage with vendors to understand dataset characteristics
• Build processes and technology tools to ingest, tag, and clean datasets
• Analyze datasets to generate descriptive statistics and propose potential applications
• Research potential “alpha signals” for presentation to Portfolio Managers
• Monitor and enhance the automated data collection and cleansing infrastructure
• Research new technologies for improved data management and efficient retrieval

Requirements

• Ph.D. in computer science, mathematics, physics, statistics, or another discipline involving rigorous quantitative analysis techniques
• At least 1 year of experience as a Data Scientist, quantitative researcher, or 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 with intraday, tick, and order book data is a plus
• Strong problem-solving skills
• Intellectual curiosity and a love of learning
• Attention to detail and a passion for process
• Strong oral and written communication skills