Option Quant Job Opening

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JOB DESCRIPTION: Lead Quantitative Developer, Cubist Systematic Strategies (New York City)
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.
Lead Developer for a new team focusing on short term systematic futures, FX, and options strategies
Design, develop, and integrate modular system components for research,
simulation, and real-time trading:
Option pricing and Greek computation
Signal and forecast computation
Portfolio construction and optimization
Order generation and handling
Position, risk, and P&L services
Efficient storage and access scheme for market and non-market data across
all frequencies Compute cluster, high throughput research infrastructure
Performance attribution and post-trade analytics
Trading system robustness (automated reconciliation, limit enforcement,
system-wide alerts and fuses)
Monitors, dashboards
Require me nts
The position requires a highly skilled, passionate technologist with:
Strong quantitative skills
Strong communication skills
A Masters or PhD Degree in Computer Science or a quantitative discipline
At least 2 year experience in a quantitative options business (automated
market making or volatility arbitrage )
Proven expertise with:
Implementing systems for real-time option pricing, risk, and execution
Implementing fully automated option delta hedging strategies
Implementing real-time forecast, alpha services Manipulating tick/
microstructure level data
Ability to assess buy vs build tradeoffs and performance tradeoffs at all
levels of the technology stack Expertise in C++ or Java, Python
Domain knowledge of multiple product types preferred (options on futures,
equity indices, ETFs, stocks, FX)
Entrepreneurial mindset, desire to be a senior founding member of a dynamic investment
Email contact:
Ja c k i e . D a i @ C u b i s t S y s t e m a t i c . C o m