Point72 Asset Management, L.P
Quantitative Developer
Point72 Asset Management, L.P, New York, New York, us, 10261
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.
Role/Responsibilities:Building components for both live trading and simulation of global equities portfoliosBuilding tools for simulation, portfolio construction, dashboards, and the research frameworkDesigning and deploying new features to improve portfolio construction methodology and processMaintaining and updating the platform, ensuring its stability, robustness, and securityIdentifying deficiencies in the trading platform and deploying solutionsDeveloping robust data checking and storage proceduresTroubleshooting 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 discipline2+ years of experience designing and developing research tools at a tech firm or quant hedge fundExperience with systematic portfolio construction for equities a plusStrong programming skills in PythonExperience with kdb, database design, and large datasetsWilling to take ownership of his/her work, working both independently and within a small teamCommitment to the highest ethical standards
The annual base salary range for this role is $150,000-$250,000 (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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Role/Responsibilities:Building components for both live trading and simulation of global equities portfoliosBuilding tools for simulation, portfolio construction, dashboards, and the research frameworkDesigning and deploying new features to improve portfolio construction methodology and processMaintaining and updating the platform, ensuring its stability, robustness, and securityIdentifying deficiencies in the trading platform and deploying solutionsDeveloping robust data checking and storage proceduresTroubleshooting 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 discipline2+ years of experience designing and developing research tools at a tech firm or quant hedge fundExperience with systematic portfolio construction for equities a plusStrong programming skills in PythonExperience with kdb, database design, and large datasetsWilling to take ownership of his/her work, working both independently and within a small teamCommitment to the highest ethical standards
The annual base salary range for this role is $150,000-$250,000 (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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