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&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 talent@cubistsystematic.com.
This guy was the least professional interviewer I've ever encountered in finance. He failed to follow up on his own email chains and was 20 minutes late to his in-person interview appointment.
I know others that had the same experience. He's been interviewing (poorly) for this role for many months now.
We’re really sorry to hear this and we work hard to train our interviewers to be respectful and efficient. Appreciate the feedback and we’ll work with the interviewer to try to ensure this doesn’t happen again.
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&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 talent@cubistsystematic.com.