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Quantitative Software Developer

Point72 Asset Management

New Yorkmid level1 year agoAI-enriched
96 views23 saves5 applies

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Job Type

full time

Description

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)
  • Strong quantitative and analytical skills; command of linear algebra, statistics, and machine learning would be helpful
  • Proficiency with C/C++ is a plus
  • Experience with designing and implementing trading systems is a plus
  • Commitment to the highest ethical standards

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Skills

c++ci/cdjaxlinear_algebralinuxmachine_learningmonitoringnumpypandaspolarsprofilingpythonpytorchscikit-learnsoftware_architecturestatisticstensorflowtestingtrading_systemsversion_control

About Point72 Asset Management

Point72 Asset Management is a global hedge fund that focuses on a variety of investment strategies including fundamental equities, systematic investing, global macro, and private investments. The firm operates globally with offices in major financial hubs and offers careers and internships through its Point72 Academy and Cubist Quant Academy programs.

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