Cubist- Quantitative Developer - Sharp Decisions : Job Details

Role/Responsibilities:

* Building components for both live trading and simulation

* Refining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components

* Building tools for signal blending, simulation, portfolio construction, the research framework, and dashboards

* Maintaining and updating the platform, ensuring its stability, robustness, and security

* Developing robust data checking and storage procedures

* Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements

Requirements:

* Masters or PhD in mathematics, statistics, computer science, or other quantitative discipline

* 2+ years of experience designing and developing research tools and live trading infrastructure at a quant hedge fund

* Experience handling connections to execution/order management systems

* Strong programming skills in Python

* Experience with kdb, database design, and large datasets

* Willing to take ownership of his/her work, working both independently and within a small team

* Commitment to the highest ethical standards