Quantitative Developer New York, Chicago

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. RESPONSIBILITIES Developing trading and research infrastructure Building high-performance components for both live trading and simulation Developing tooling to handle aspects of quant trading (e.g. data pipelines, modeling, trade execution) Distributed computing focus Maintaining and updating the platform, ensuring its stability, robustness, and security Troubleshooting and resolving any systems related issues and handling the release of code fixes and enhancements REQUIREMENTS A highly skilled technologist with quantitative skills Bachelors or Masters in computer science or other quantitative discipline 5 years of professional software development experience Previous exposure to quant finance a plus Strong architectural design skills and understanding of performance tradeoffs Strong programming skills in Python or Golang on a Linux stack Expertise with basic data science ecosystem (Pandas or Polars) and scientific computing stack (NumPy, SciPy) Strong project management skills, i.e. the ability to manage multiple tasks and deadlines in a fast-paced environment Ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment Commitment to the highest ethical standards J-18808-Ljbffr