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.
RESPONSIBILITIES
- Building components for both live trading and simulation
- Refining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
- Building tools for signal blending, simulation, portfolio construction, the research framework, and dashboards
- Maintaining and updating the platform, ensuring its stability, robustness, and security
- Developing robust data checking and storage procedures
- Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements
REQUIREMENTS
- Bachelor’s degree or higher in computer science or other STEM discipline
- Advanced proficiency in Python and its ecosystem (numpy, pandas, polars, scikit-learn), with an understanding of Python and library internals
- Experience contributing to core Python numerical libraries is a huge plus (numpy, tensorflow, torch, jax)
- Proficiency with Linux
- Hands-on experience with software architecture and engineering best practices (testing, CI/CD, monitoring, profiling, version control)
- Knowledge of one or more of: distributed systems, databases, ML engineering, AWS
- Strong quantitative and analytical skills; command of linear algebra, statistics, and machine learning would be helpful
- Proficiency with C/C++ is a plus
- Knowledge of financial markets is a plus
- Commitment to the highest ethical standards
Top Skills
What We Do
Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. Resting on more than a quarter-century of investing experience, we seek to be the industry’s premier asset manager through delivering superior risk-adjusted returns, adhering to the highest ethical standards, and offering the greatest opportunities to the industry’s brightest talent. We’re inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. For more information, visit www.Point72.com/working-here.