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