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Point72
Quantitative Developer
🌎New York
1 month ago
πŸ‘€ 20 views
πŸ“₯ 0 clicked apply

Job Description

 
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.
 
RESPONSIBILITIES
  • Building components for both live trading and simulation
  • Refining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
  • Building tools for signal blending, simulation, portfolio construction, the research framework, and dashboards
  • Maintaining and updating the platform, ensuring its stability, robustness, and security
  • Developing robust data checking and storage procedures
  • Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements

REQUIREMENTS

  • Bachelor’s degree or higher in computer science or other STEM discipline
  • Advanced proficiency in Python and its ecosystem (numpy, pandas, polars, scikit-learn), with an understanding of Python and library internals
  • Experience contributing to core Python numerical libraries is a huge plus (numpy, tensorflow, torch, jax)
  • Proficiency with Linux
  • Hands-on experience with software architecture and engineering best practices (testing, CI/CD, monitoring, profiling, version control)
  • Knowledge of one or more of: distributed systems, databases, ML engineering, AWS
  • Strong quantitative and analytical skills; command of linear algebra, statistics, and machine learning would be helpful
  • Proficiency with C/C++ is a plus
  • Knowledge of financial markets is a plus
  • Commitment to the highest ethical standards