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.
ROLE/RESPONSIBILITIES:
- Building components for both live trading and simulation of global equities portfolios
- Building tools for simulation, portfolio construction, dashboards, and the research framework
- Designing and deploying new features to improve portfolio construction methodology and process
- Maintaining and updating the platform, ensuring its stability, robustness, and security
- Identifying deficiencies in the trading platform and deploying solutions
- Developing robust data checking and storage procedures
- Troubleshooting and resolving any systems related issues and handling the release of code fixes and enhancements
REQUIREMENTS:
- Master’s degree or higher in mathematics, statistics, computer science, or other quantitative discipline
- 2+ years of experience designing and developing research tools at a tech firm or quant hedge fund
- Experience with systematic portfolio construction for equities a plus
- Strong programming skills in Python
- Experience with kdb, database design, and large datasets
- Willing to take ownership of his/her work, working both independently and within a small team
- Commitment to the highest ethical standards
