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.
ROLE
Candidate will help with the system-wide design and build out of a quantitative futures and FX portfolio focused on mid-frequency signals and strategies. An ideal candidate would possess a passion for technology, creativity, a desire to take ownership of their work, and the ability to work both independently and collaboratively to maximize team throughput.
Candidate should feel comfortable working within a small, entrepreneurial, fast moving team and taking responsibilities for designed/developed solutions.
RESPONSIBILITIES
- Developing trading and research architecture and infrastructure
- Building high-performance components for both live trading and simulation
- Developing a seamless platform to handle all aspects of quant trading—model building, optimization, and trade execution
- Distributed computing
- 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 good quantitative skills
- Masters or PhD in computer science or other quantitative discipline
- 1-5 years of industry experience, preferably within in a quantitative trading business or big tech firm
- Good mathematical skills a plus
- Broad knowledge and experience with performance tradeoffs for common hardware and technology decisions
- Strong architectural design skills
- Strong programming skills in Python
- Expertise with basic data science ecosystem (Pandas or Polars) and scientific computing stack (NumPy, SciPy)
- Virtual environment technologies (Conda, Docker, etc.), and devops
- Experience with real-time streaming or event-based workflows
- 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