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. Role Lead Developer for a new team focusing on short term systematic futures, FX, and options strategies Responsibilities 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
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.
Role
Lead Developer for a new team focusing on short term systematic futures, FX, and options strategies
Responsibilities
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