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Point72

Quantitative Software Developer at Point72

New YorkFull-timeQuant ManagementPosted about 1 month ago

About the Role

<p><strong>ABOUT CUBIST:</strong></p> <p>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.</p> <p><strong>RESPONSIBILITIES:</strong></p> <ul> <li>Building components for both live trading and simulation</li> <li>Refining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components</li> <li>Building tools for signal blending, simulation, portfolio construction, the research framework, and dashboards</li> <li>Maintaining and updating the platform, ensuring its stability, robustness, and security</li> <li>Developing robust data checking and storage procedures</li> <li>Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements</li> </ul> <p><strong>REQUIREMENTS:</strong></p> <ul> <li>Bachelor’s degree or higher in computer science or other STEM discipline</li> <li>Advanced proficiency in Python and its ecosystem (numpy, pandas, polars, scikit-learn), with an understanding of Python and library internals</li> <li>Experience contributing to core Python numerical libraries is a huge plus (numpy, tensorflow, torch, jax)</li> <li>Proficiency with Linux</li> <li>Hands-on experience with software architecture and engineering best practices (testing, CI/CD, monitoring, profiling, version control)</li> <li>Strong quantitative and analytical skills; command of linear algebra, statistics, and machine learning would be helpful</li> <li>Proficiency with C/C++ is a plus</li> <li>Experience with designing and implementing trading systems is a plus</li> <li>Commitment to the highest ethical standards</li> </ul> <p>&nbsp;</p>