Quantitative Developer - High Frequency
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.

Job Description

* Building high-performance/low-latency trading components for both live trading and simulation
* Responsible for technology infrastructure systems development, which includes connectivity, maintenance, and internal automation processes
* Troubleshoot and resolve any systems related issues and handle the release of code fixes and enhancements
* Maintaining the production and research systems and software setup, ensuring its stability, robustness and security
* Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses

Desirable Candidates

* Strong C++ skills, with an emphasis on fast, memory-efficient algorithms
* Familiarity with high-performance storage systems (for tick data)
* Familiarity with multi-threaded/multi-processing architectures (on large high CPU / high-mem servers)
* Familiarity with equity market data, including order books and market data formats.
* Familiarity with sending orders, receiving messages, etc., and keeping track of a portfolio, including interacting with an OMS
* Familiarity with network protocols and computer architecture.
* Ability to deploy to a production environment.
* Ability to scope and plan projects carefully and stick to a schedule.
* Strong attention to detail.
* Undergraduate (higher degrees preferred ) in Computer Science or a similar discipline