Quantitative Portfolio Manager. Cubist Systematic Strategies, LLC seeks Quantitative Portfolio Manager – New York, NY. Responsible for analysis of historical data, lead insights on securities return dynamics, & apply models to manage a portfolio of futures & foreign exchange w/in set of optimally-determined risk parameters. Manage portfolio risk by evaluating historical & real-time strategy performance. Design, research, & manage investment strategies by creating & engineering advanced quant. computer modeling systems for analysis & research. Perform research to acquire historical & production data sources build investment models. Design & develop quant. algorithms to link diverse data sets. Engineer investment models that make buy & sell recommendations for portfolios using advanced quant. mathematical stats & investment theory to design & program strategies that forecast risk, return, & trading costs. Oversee automated trade execution & monitor transaction costs. Use quant. models to value securities. Collaborate w/quant. programmers & traders of other products to develop & deploy new strategies. At least a master’s degree or its equiv. in Fin. Engineering, Math., CS, Stats or rltd quantitative fld & at least 5 years of prior work exp. developing, researching & implementing quantitative models for commodity futures, options, fixed income & FX. Also at least 5 years of experience with: aspects of the research process, including methodology selection data collection & analysis, testing, prototyping, back-testing & performance monitoring; managing a portfolio of financial instruments, including FX, commodity futures, options, & fixed income; programming/utilizing C++, SAS. Matlab, & R; analyzing the risk & return profile of portfolios of financial instruments; performing statistical analysis of historical data gathered from financial markets to build quantitative models; portfolio construction; & systematic trading execution. Resume to Recruiting2014@Point72.com; Job Code YZ082019.