Quantitative DeveloperPoint72 • Chicago, IL, United States
Quantitative Developer
Point72 • Chicago, IL, United States
[job_card.variable_days_ago]
[job_preview.job_type]
- [job_card.full_time]
[job_card.job_description]Undergraduate or graduate degree in Computer Science. 2+ years of experience developing research and trading infrastructure at a financial institution, or demonstrated excellent skills required for the role. Prior experience with execution / order management systems, real-time data servers, and visualization is a plus. Solid understanding of Linux OS-system components, process management, shell scripting. Proficiency in Python, including in the object-oriented design, unit / reg testing, conda environment management. Knowledge of SQL, JavaScript, Apache airflow. Strong communication skills. Willingness to take ownership of his / her work. Commitment to the highest ethical standards.
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.
Role :
Quantitative Developer for a PM team focused on systematic credit and related asset classes. This is a unique opportunity to collaborate, learn, and lead technology projects with high business impact.
Responsibilities :
- Design and develop software for strategy research and trading.
- Build and improve tools for data acquisition, processing, and visualization.
- Work on the execution / order management system, live dashboards, and P&L reconciliation tools.
- Manage the team's CI / CD pipeline, job running infrastructure, and other tech components.
- Ensure robustness and efficiency of the team's systems. Be ready to troubleshoot and correct any issues.
- Collaborate with the portfolio manager, quant researchers, and traders.
Requirements :
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