Join Cubist’s Systematic Investing team to build and maintain components for live trading and simulation of global equities portfolios. You will develop tools for simulation, portfolio construction, dashboards and the research framework, design and deploy features to improve portfolio construction, and ensure platform stability and data integrity. The role requires troubleshooting systems issues, implementing robust data checking and storage, and working both independently and within a small team.
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.
Role/Responsibilities:
Building components for both live trading and simulation of global equities portfolios
Building tools for simulation, portfolio construction, dashboards, and the research framework
Designing and deploying new features to improve portfolio construction methodology and process
Maintaining and updating the platform, ensuring its stability, robustness, and security
Identifying deficiencies in the trading platform and deploying solutions
Developing robust data checking and storage procedures
Troubleshooting and resolving any systems related issues and handling the release of code fixes and enhancements
Requirements:
Master’s degree or higher in mathematics, statistics, computer science, or other quantitative discipline
2+ years of experience designing and developing research tools at a tech firm or quant hedge fund
Experience with systematic portfolio construction for equities a plus
Strong programming skills in Python
Experience with kdb, database design, and large datasets
Willing to take ownership of his/her work, working both independently and within a small team
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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.
Role/Responsibilities:
\n
Building components for both live trading and simulation of global equities portfolios
Building tools for simulation, portfolio construction, dashboards, and the research framework
Designing and deploying new features to improve portfolio construction methodology and process
Maintaining and updating the platform, ensuring its stability, robustness, and security
Identifying deficiencies in the trading platform and deploying solutions
Developing robust data checking and storage procedures
Troubleshooting and resolving any systems related issues and handling the release of code fixes and enhancements
Requirements:
\n
Master’s degree or higher in mathematics, statistics, computer science, or other quantitative discipline
2+ years of experience designing and developing research tools at a tech firm or quant hedge fund
Experience with systematic portfolio construction for equities a plus
Strong programming skills in Python
Experience with kdb, database design, and large datasets
Willing to take ownership of his/her work, working both independently and within a small team
Commitment to the highest ethical standards
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Join Cubist’s Systematic Investing team to build and maintain components for live trading and simulation of global equities portfolios. You will develop tools for simulation, portfolio construction, dashboards and the research framework, design and deploy features to improve portfolio construction, and ensure platform stability and data integrity. The role requires troubleshooting systems issues, implementing robust data checking and storage, and working both independently and within a small team.
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.
Role/Responsibilities:
Building components for both live trading and simulation of global equities portfolios
Building tools for simulation, portfolio construction, dashboards, and the research framework
Designing and deploying new features to improve portfolio construction methodology and process
Maintaining and updating the platform, ensuring its stability, robustness, and security
Identifying deficiencies in the trading platform and deploying solutions
Developing robust data checking and storage procedures
Troubleshooting and resolving any systems related issues and handling the release of code fixes and enhancements
Requirements:
Master’s degree or higher in mathematics, statistics, computer science, or other quantitative discipline
2+ years of experience designing and developing research tools at a tech firm or quant hedge fund
Experience with systematic portfolio construction for equities a plus
Strong programming skills in Python
Experience with kdb, database design, and large datasets
Willing to take ownership of his/her work, working both independently and within a small team
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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.
Role/Responsibilities:
\n
Building components for both live trading and simulation of global equities portfolios
Building tools for simulation, portfolio construction, dashboards, and the research framework
Designing and deploying new features to improve portfolio construction methodology and process
Maintaining and updating the platform, ensuring its stability, robustness, and security
Identifying deficiencies in the trading platform and deploying solutions
Developing robust data checking and storage procedures
Troubleshooting and resolving any systems related issues and handling the release of code fixes and enhancements
Requirements:
\n
Master’s degree or higher in mathematics, statistics, computer science, or other quantitative discipline
2+ years of experience designing and developing research tools at a tech firm or quant hedge fund
Experience with systematic portfolio construction for equities a plus
Strong programming skills in Python
Experience with kdb, database design, and large datasets
Willing to take ownership of his/her work, working both independently and within a small team
Commitment to the highest ethical standards
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