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.

RESPONSIBILITIES

• Developing trading and research infrastructure
• Building high-performance components for both live trading and simulation
• Developing tooling to handle aspects of quant trading (e.g. data pipelines, modeling, trade execution)
• Distributed computing focus
• 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 quantitative skills
• Bachelors or Masters in computer science or other quantitative discipline
• 5+ years of professional software development experience
• Previous exposure to quant finance a plus
• Strong architectural design skills and understanding of performance tradeoffs
• Strong programming skills in Python or Golang on a Linux stack
  • Expertise with basic data science ecosystem (Pandas or Polars) and scientific computing stack (NumPy, SciPy)

• 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