Cubist Systematic Strategies needs to build and maintain components for live trading and simulation of quant macro strategies, along with tools for research and portfolio construction, to deploy systematic, computer-driven trading strategies across multiple liquid asset classes.
Requirements
- 2+ years of professional programming experience, preferably in a tech firm or a quantitative trading team
- Strong programming skills in Python
- Experience with mid-frequency futures a plus
Responsibilities
- Building components for both live trading and simulation of quant macro strategies
- Building tools for simulation, portfolio construction, dashboards, and the research framework
- Maintaining and updating the platform, ensuring its stability, robustness, and security
- Optimizing performance in both research and production environments
- Sharing the responsibility for the correct and timely operation of trading systems
- Assist with the management of the development and release process
Other
- Master’s degree or higher in mathematics, statistics, computer science, or other quantitative discipline
- Willing to take ownership of his/her work, working both independently and within a small team
- Commitment to the highest ethical standards
