Cubist Systematic Strategies | Quantitative Developer – Systematic Options | New York | Onsite | Full Time
Cubist Systematic Strategies is the systematic investing business of Point72 Asset Management. We deploy systematic, computer-driven trading strategies across multiple liquid asset classes.
We’re looking for a lead developer to join a new team focused on short term systematic futures, FX, and options strategies. You will drive the design and development of components of a research, simulation, and trading system, including:
* Option pricing and greek computation
* Portfolio construction and optimization
* Position, risk, and P&amp;L services
* Compute cluster, high throughput research infrastructure
* Monitors, dashboards
You should have experience working with:
* C++/Java and Python
* Systems for real-time option pricing, risk, and execution
* Fully automated option delta hedging strategies
* Real-time forecast, alpha services
* Tick/microstructure level data
To learn more or apply, send an email with your CV to REDACTED_EMAIL.
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