Entry-Level Developer
New York, NY

Job Description

About Cubist

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.

Role

A Cubist portfolio management team focused on systematic macro strategies is looking for a developer.

Job Responsibilities

* Design, develop, and integrate modular system components for research, simulation, and real-time trading:
* Options pricing and Greek computation
* Signal and forecast computation
* Portfolio construction and optimization
* Order generation and handling
* Position, risk, and P&L services
* Efficient storage and access scheme for market and non-market data across all frequencies
* Compute cluster and high throughput research infrastructure
* Performance attribution and post-trade analytics
* Trading system robustness (automated reconciliation, limit enforcement, system-wide alerts and fuses)
* Monitors and dashboards
* Maintaining the system and ensuring its stability, robustness, and security



Desirable Candidates

* Undergraduate or higher degree in Computer Science
* 3+ years of experience supporting an FX options trading group at a bank or trading firm
* Expertise in C++ and Python
* Entrepreneurial mindset
* Strong communication skills
* Strong quantitative skills

We're looking for exceptional colleagues with unparalleled passion. If you'd like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you've worked outside of school, or as part of your curriculum. If you're proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we'd love to learn more about what excites you.