Quantitative Developer at Cubist Systematic Strategies will build components for both live trading and simulation and improve the automation and robustness of the research infrastructure, including alpha estimation, risk modeling, and backtesting. You'll develop tools for signal blending, simulation, portfolio construction, the research framework, and dashboards, while maintaining platform stability, security, and data integrity. The role requires advanced Python proficiency, strong quantitative skills, Linux familiarity, and software engineering best practices (testing, CI/CD, monitoring); C/C++ and trading-systems experience are advantageous.
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
The annual base salary range for this role is $200,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
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About Cubist:
\n
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:
\n
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:
\n
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
The annual base salary range for this role is $200,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
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Quantitative Developer at Cubist Systematic Strategies will build components for both live trading and simulation and improve the automation and robustness of the research infrastructure, including alpha estimation, risk modeling, and backtesting. You'll develop tools for signal blending, simulation, portfolio construction, the research framework, and dashboards, while maintaining platform stability, security, and data integrity. The role requires advanced Python proficiency, strong quantitative skills, Linux familiarity, and software engineering best practices (testing, CI/CD, monitoring); C/C++ and trading-systems experience are advantageous.
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
The annual base salary range for this role is $200,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
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About Cubist:
\n
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:
\n
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:
\n
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
The annual base salary range for this role is $200,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
","title":"Quantitative Developer","@type":"JobPosting","@context":"http://schema.org/"} CSJobDetailModule.init('{\"lastModifiedDateFormatted\":\"2026-01-12\",\"job\":{\"attributes\":{\"type\":\"Job__c\",\"url\":\"/services/data/v65.0/sobjects/Job__c/a03Vo00000em0OVIAY\"},\"Id\":\"a03Vo00000em0OVIAY\",\"Name\":\"Quantitative Developer\",\"Assigned_Internal_Recruiter__c\":\"005j000000EWCJ4AAP\",\"Job_Code__c\":\"CSS-0013413\",\"Experience__c\":\"Early Career\",\"Company__c\":\"001j000000VbgA3AAJ\",\"Posted_Location__c\":\"New York\",\"Area__c\":\"Investing;Technology & Engineering\",\"Team__c\":\"Systematic Investing\",\"Summary__c\":\"Quantitative developer who will work on building components for both live trading and simulation.\",\"Job_Description_External__c\":\"\u003Ch3\u003EAbout Cubist:\u003C/h3\u003E\\n\u003Cp\u003ECubist 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.\u003C/p\u003E\u003Cbr\u003E\u003Ch3\u003EResponsibilities:\u003C/h3\u003E\\n\u003Cul\u003E\u003Cli\u003EBuilding components for both live trading and simulation\u003C/li\u003E\u003Cli\u003ERefining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components\u003C/li\u003E\u003Cli\u003EBuilding tools for signal blending, simulation, portfolio construction, the research framework, and dashboards\u003C/li\u003E\u003Cli\u003EMaintaining and updating the platform, ensuring its stability, robustness, and security\u003C/li\u003E\u003Cli\u003EDeveloping robust data checking and storage procedures\u003C/li\u003E\u003Cli\u003ETroubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements\u003C/li\u003E\u003C/ul\u003E\u003Cbr\u003E\u003Ch3\u003ERequirements:\u003C/h3\u003E\\n\u003Cul\u003E\u003Cli\u003EBachelor’s degree or higher in computer science or other STEM discipline\u003C/li\u003E\u003Cli\u003EAdvanced proficiency in Python and its ecosystem (numpy, pandas, polars, scikit-learn), with an understanding of Python and library internals\u003C/li\u003E\u003Cli\u003EExperience contributing to core Python numerical libraries is a huge plus (numpy, tensorflow, torch, jax)\u003C/li\u003E\u003Cli\u003EProficiency with Linux\u003C/li\u003E\u003Cli\u003EHands-on experience with software architecture and engineering best practices (testing, CI/CD, monitoring, profiling, version control)\u003C/li\u003E\u003Cli\u003EStrong quantitative and analytical skills; command of linear algebra, statistics, and machine learning would be helpful\u003C/li\u003E\u003Cli\u003EProficiency with C/C++ is a plus\u003C/li\u003E\u003Cli\u003EExperience with designing and implementing trading systems is a plus\u003C/li\u003E\u003Cli\u003ECommitment to the highest ethical standards\u003C/li\u003E\u003C/ul\u003E\u003Cbr\u003E\u003Cp\u003EThe annual base salary range for this role is $200,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.\u003C/p\u003E\u003Cbr\u003E\",\"Japanese_Job_Description_External__c\":\"\u003Cbr\u003E\u003Cbr\u003E\u003Cbr\u003E\",\"Transcript_Optional__c\":false,\"RecordTypeId\":\"012j0000000tcfpAAA\",\"Apply_Now_URL__c\":\"https://grnh.se/m3a70yoz2us\",\"Type__c\":\"Full Time\",\"LastModifiedDate\":\"2026-01-12T14:22:08.000+0000\",\"Location__c\":\"New York, New York\",\"Company__r\":{\"attributes\":{\"type\":\"Account\",\"url\":\"/services/data/v65.0/sobjects/Account/001j000000VbgA3AAJ\"},\"Business__c\":\"Cubist\",\"Name\":\"Cubist Systematic Strategies, LLC\",\"Id\":\"001j000000VbgA3AAJ\",\"RecordTypeId\":\"012j0000000tIlgAAE\"},\"RecordType\":{\"attributes\":{\"type\":\"RecordType\",\"url\":\"/services/data/v65.0/sobjects/RecordType/012j0000000tcfpAAA\"},\"DeveloperName\":\"Cubist\",\"Name\":\"Cubist\",\"Id\":\"012j0000000tcfpAAA\"}},\"friendlyJobName\":\"quantitative-developer\",\"formattedTeam\":\"Systematic Investing\",\"formattedLocation\":\"New York\",\"formattedArea\":\"Investing | Technology & Engineering\"}');