An opportunity to join Cubist Systematic Strategies, a premier investment firm deploying computer-driven trading strategies across multiple asset classes. The role involves designing and building quantitative futures portfolio systems, requiring strong technological skills and a passion for innovative solutions.

Primary responsibilities involve developing comprehensive trading and research infrastructure, including high-performance components for live trading and simulation. The role requires building integrated platforms for quantitative trading that encompass model building, optimization, and trade execution.

The ideal candidate will have a Masters or PhD in computer science or a quantitative discipline, with 1-5 years of industry experience in quantitative trading or big tech. Strong mathematical skills, architectural design capabilities, and expertise in Python, data science ecosystems, and distributed computing technologies are essential.

Cubist offers an entrepreneurial environment that values technological innovation, providing opportunities to work on cutting-edge trading systems and contribute to sophisticated quantitative research strategies. The role promises professional growth, collaborative teamwork, and the chance to develop complex technological solutions in a dynamic financial technology landscape.

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