Candidate will lead the system-wide design and build-out of a quantitative futures and currencies portfolio focused on high- and mid-frequency signals and strategies. An ideal candidate would possess a passion for technology; have a desire to take ownership of their work; and be able to work both independently and collaboratively to maximize team throughput. The responsibilities would include:
- Building high-performance/low-latency 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
- Efficient storage and access scheme for data and reference data across all frequencies, including microstructure data
- Researching and implementing performance analytics, including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports)
- Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses
This is an opportunity to leverage the growth potential of a small team as a senior member. The role offers the candidate an opportunity to achieve a desired career trajectory based not only on their core expertise but also on their preferred areas of growth.
The position mandates a highly skilled technologist with reasonable quantitative skills
- A Masters in Computer Science or a quantitative discipline, and at least 3 years of industry experience in a quantitative business is required (must include working on high-frequency/low-latency technology)
- Candidate must have broad knowledge and experience with performance tradeoffs for common hardware and technology decisions
- The trading platform requires strong C++ skills, and some experience in Python. Knowledge of R is preferred.
- Given the nature of trading, experience in futures and currencies would be preferred.
Cubist Systematic Strategies is one of the world’s premier investment firms, deploying systematic, computer-driven trading strategies across multiple liquid asset classes. The core of our effort is rigorous research into a wide range of market anomalies, driven by our passion to understand the world around us and fueled by unparalleled access to a wide range of publicly available data sourc
How to Apply
Interested applicants can send their resumes to firstname.lastname@example.org
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