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.
Job Description
* Develop order management system components and libraries using C++ on Linux. * Develop trading tools for Quant traders using C++ (server and GUI). * Understand aspects of Exchange/ECN connectivity, Order Management System, and High Frequency trading.
Desirable Candidates
* Knowledge of application level optimization for latency in trading systems and building trading simulators * 5+ years of experience with C++/ C on Linux/ Unix. * Advanced experience in building libraries and server side components, STL, and Boost Libraries. * Ability to translate business requirements into technical specifications. * A familiarity with US and international Equity markets. * Experience in low latency programming (shared memory, lockless queues) and Linux kernel.
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