About our Team: 

KEPL is a fast-growing team at Cubist Systematic Strategies. We are an elite team specialized in trading medium-frequency statistical arbitrage strategies with high Sharpe. Led by an ex-research head of D.E. Shaw, the team is made up of people from top universities such as Stanford and MIT and industry veterans from top tier trading and tech firms, including Two Sigma, Citadel, Tower Research, Facebook AI, etc. We have an open and collaborative culture, and we embrace cutting-edge technologies to facilitate innovative research. 

Role/Experience: 

We are looking for a hybrid role of quantitative research analyst and software developer to join our fast-growing team and contribute to multiple new initiatives that aim to expand our business. The candidate should have a passion in technology to provide optimal solution to research and trading. In this team, the candidate will gain full-stack exposure and build expertise in multiple aspects of quantitative research and trading. The candidate will play an essential role for the team’s successful expansion. The candidate will also collaborate with researchers to innovate research tools which will take our research and trading capability to the next level.

Responsibilities: 

• Develop, maintain, and improve the production trading system. Conduct research to further enhance team’s monetization.
• Build technologies that bolster research & trading productivity.
• Expand the system to new markets and asset classes. 

Requirements

• Master/PhD degree in math, physics, computer science, engineering, or other related discipline.
• 1-3 years of professional experience in software development or quantitative research.
• Strong combination of quantitative skills and programming skills.
• Proficiency in Python 3 and either C++ or Java.
• Familiarity with the Linux environment