Cubist- Quantitative Developer

Role/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:

• Masters or PhD in mathematics, statistics, computer science, or other quantitative discipline

• 2+ years of experience designing and developing research tools and live trading infrastructure at a quant hedge fund

• Experience handling connections to execution/order management systems

• Strong programming skills in Python

• Experience with kdb, database design, and large datasets

• Willing to take ownership of his/her work, working both independently and within a small team

• Commitment to the highest ethical standards