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 disciplineAdvanced proficiency in Python and its ecosystem (numpy, pandas, polars, scikit-learn), with an understanding of Python and library internalsExperience contributing to core Python numerical libraries is a huge plus (numpy, tensorflow, torch, jax)Proficiency with LinuxHands-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 helpfulProficiency with C / C++ is a plusExperience with designing and implementing trading systems is a plusCommitment to the highest ethical standards