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 portfolio. 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 an 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