Manager of Statistical Programming

Job Title: Project Manager Department: Biometrics/Project Management Responsibilities: Manages Biometrics project teams from study start-up through study closeout; departments include Data Management, Biostatistics, Statistical Programming, and Medical Writing. Manages multiple projects ranging in size and complexity from single service studies to large full scope biometrics projects, global projects and/or programs, with minimal oversight from supervisor. Serves as the primary liaison between clients, vendors, and project teams. Promotes team communication and cross functional collaboration in order to promote team spirit. Establishes and maintains relationship between client, vendors and project team, to encourage repeat and/or new business. Coordinates and leads team meetings. Creates and distributes agendas and minutes. Generates and maintains timelines, milestones, and action items. Manages project financials; estimates monthly accruals and initiates timely invoice generation. Identifies change orders items. Oversees issues and facilitates issues resolution, and escalates, when needed. Identify risks, mitigation, maintenance and resolution. Ensures training required internally and by sponsor is completed. Supports contract team with contracts (SOW, WO, COs, etc.) by developing the budgets and scope of work. Provides performance feedback for project team and managers. Supports business development activities (RFPs and RFIs) and governance activities, when required. Performs other tasks as assigned by Sr. PM staff. Skills and Qualifications: Requires a bachelor’s degree or higher in life sciences. MBA or PMP is preferred. Three plus years of experience in Pharma/CRO industry with 3+ Years’ experience in Project Management. Possesses solid knowledge of Biometrics services and inter-dependencies. Knowledge of FDA regulations, drug development and PM processes. Good understanding of ICH/GCP guidelines. Strong communication s

Responsibilities: Project Planning & Delivery • Support development and maintenance of project plans, timelines, milestones, deliverables, and resource requirements. • Coordinate biometrics activities across Biostatistics, Statistical Programming, and Data Management. • Track study progress against contracted scope, timelines, and key milestones. • Follow up with functional leads and team members regarding deliverables, dependencies, and outstanding actions. • Support database lock, analysis, reporting, and other critical biometrics milestones. • Assist with planning and coordination of multiple studies or workstreams. Client & Team Communication • Participate in client and internal project meetings. • Prepare meeting agendas, status updates, meeting minutes, and action-item trackers. • Facilitate routine project meetings as experience develops. • Maintain clear communication among clients, functional leads, and project team members. • Escalate potential timeline, scope, resource, or quality issues to the appropriate PM or functional leadership. Risk & Issue Management • Maintain project risk, issue, decision, and action logs. • Identify emerging risks related to timelines, dependencies, resources, scope, and deliverables. • Support development and tracking of mitigation and recovery plans. • Proactively communicate potential delays and dependencies to the project team. Scope & Financial Management • Support tracking of project budgets, hours, milestones, and financial performance. • Monitor work performed against the contracted scope of work. • Identify potential out-of-scope activities and communicate them to the Project Manager. • Assist with preparation of change-order information, forecasts, and project financial updates. Quality & Compliance • Support delivery of projects in accordance with applicable SOPs, client requirements, contracts, and quality standards. • Ensure project documentation and trackers are accurate

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. JOB DESCRIPTION Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior. DESIRABLE CANDIDATES MS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline 3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX Strong analytical and quantitative skills Demonstrated ability to conduct independent research utilizing large data sets Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl Detail-oriented Willing to take ownership of his/her work, working both independently and within a small team We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that yo

Role/Responsibilities Research and develop in-house trading strategies, used by both discretionary and quantitative traders. Conduct quantitative research on market microstructure, applying knowledge to improve trading algorithm and identify market anomalies. Develop and maintain predictive models to optimize trade execution and minimize transaction costs, utilizing both linear and non-linear techniques. Collaborate with cross-functional teams, including portfolio managers and researchers, to design and implement solutions for the trading strategies. Stay current and report on changes in market microstructure. Requirements Master's degree or higher in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, or a related discipline. A minimum of 2 years of experience in quantitative research, building statistical models for intraday study. Solid understanding of market impact. Proficiency in programming languages such as Python and C++. Experience in AWS is preferred. Strong knowledge in macro products, including FX and bonds, is a plus. Commitment to the highest ethical standards. The annual base salary range is $125,000-200,000 (USD). Actual compensation offered to candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level among other things. Details about eligibility for bonus compensation (if applicable) will be finalized at the time of offer.

About Cubist: Cubist Systematic Strategies is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. About our Team: KEPL is a fast-growing team at Cubist Systematic Strategies. We are specialized in medium-frequency statistical arbitrage strategies with high Sharpe. The team is made up of people from top universities and top tier trading and tech firms, including: D.E. Shaw, Two Sigma, Citadel, Meta, Google, etc. We have an open and collaborative culture, and we value rigorous research and innovative technologies. Please send CVs to [email protected] with “2026 KEPL DE Application” in the subject line. Role: We are looking for a quantitative software developer to join our team and contribute to multiple initiatives that aim to expand our business. The candidate should be passionate about financial market, data and technology. In this team, the candidate will gain full-stack exposure and build expertise in multiple aspects of quantitative trading. Responsibilities: Improve data ETL pipeline and build tools to analyze new data efficiently. Build technologies to bolster research & trading efficiency. Expand to new markets and asset classes. Manage day-to-day operations in a fast-paced environment. Requirements Master/PhD degree in math, computer science, engineering, or other related fields. 1-3 years of professional experience in software development or data science/analytics. Strong combination of quantitative skills and programming skills. Proficiency in Python; knowledge of common data analytics tools (e.g., SQL, pandas) is a plus. Familiarity with the Linux environment. Excellent written and verbal communication skills. Willin

About Cubist: Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. About our Team: KEPL is a fast-growing team at Cubist Systematic Strategies. We are specialized in medium-frequency statistical arbitrage strategies with high Sharpe. The team is made up of people from top universities and top tier trading and tech firms, including: D.E. Shaw, Two Sigma, Citadel, Meta, Google, etc. We have an open and collaborative culture, and we value rigorous research and innovative technologies. Please send CVs to [email protected] with “2026 KEPL QD Application” in the subject line. Role: We are looking for a quantitative software developer to join our team and contribute to multiple initiatives that aim to expand our business. The candidate should be passionate about financial market, data and technology. In this team, the candidate will gain full-stack exposure and build expertise in multiple aspects of quantitative trading. Responsibilities: Improve data ETL pipeline and build tools to analyze new data efficiently. Build technologies to bolster research & trading efficiency. Expand to new markets and asset classes. Manage day-to-day operations in a fast-paced environment. Requirements Master/PhD degree in math, computer science, engineering, or other related fields. 1-3 years of professional experience in software development or data science/analytics. Strong combination of quantitative skills and programming skills. Proficiency in Python; knowledge of common data analytics tools (e.g., SQL, pandas) is a plus. Familiarity with the Linux environment. Excellent written and verbal communication skills. Willing to work in a fast-paced start-