Quantitative Software Developer

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)

- Strong quantitative and analytical skills; command of linear algebra, statistics, and machine learning would be helpful

- Proficiency with C/C++ is a plus

- Experience with designing and implementing trading systems is a plus

- Commitment to the highest ethical standards