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.
RESPONSIBILITIES
- Developing trading and research infrastructure
- Building high-performance components for both live trading and simulation
- Developing tooling to handle aspects of quant trading (e.g. data pipelines, modeling, trade execution)
- Distributed computing focus
- Maintaining and updating the platform, ensuring its stability, robustness, and security
- Troubleshooting and resolving any systems related issues and handling the release of code fixes and enhancements
REQUIREMENTS
- A highly skilled technologist with quantitative skills
- Bachelors or Masters in computer science or other quantitative discipline
- 5+ years of professional software development experience
- Previous exposure to quant finance a plus
- Strong architectural design skills and understanding of performance tradeoffs
- Strong programming skills in Python or Golang on a Linux stack
- Expertise with basic data science ecosystem (Pandas or Polars) and scientific computing stack (NumPy, SciPy)
- Strong project management skills, i.e. the ability to manage multiple tasks and deadlines in a fast-paced environment
- Ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment
- Commitment to the highest ethical standards
