Cubist Quantitative Software Developer

Role: 

This role will be working directly with the Portfolio Manager to build the research platform and implementation of strategy in the trading system. The candidate should have a passion to work in a start-up environment, take ownership of projects and contribute to design. The candidate will be working on greenfield projects, which are critical to the success of the team.

Responsibilities: 

• Collaborate with the research team to build the trading system and research infrastructure
• Work with research team to implement and convert research output into trading strategy
• Aid in the design and take ownership of automated reconciliation process between production and research
• Develop data pipelines, research, and post-trading analytics tools

Requirements:

• Bachelor’s degree or higher in Computer Science, Computer Engineering, or Information Systems
• 5+ years of professional software engineering experience
• Experience with time series financial data. Ideally event level data in derivatives products
• Fluency in Python 3 and familiarity with pandas
• Familiarity with version control and software delivery lifecycle
• Proficiency with the Linux environment
• Real project experience in deploying Time Series or Machine Learning systems (e.g. Tensorflow, MLFlow) is a plus
• Post-graduate level study in Data Science/Statistics or experience with time series or statistics a plus
• Commitment to the highest ethical standards