Quantitative Developer – Systematic Options

Cubist Systematic Strategies Published: 4th February 2017
New York, NY
Job Type


JOB DESCRIPTION: Lead Quantitative Developer, Cubist Systematic Strategies (New York City)


About Cubist:


Cubist Systematic Strategies is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.



Lead Developer for a new team focusing on short term systematic futures, FX, and options strategies



Design, develop, and integrate modular system components for research, simulation, and real-time trading:

  • Option pricing and Greek computation
  • Signal and forecast computation
  • Portfolio construction and optimization
  • Order generation and handling
  • Position, risk, and P&L services
  • Efficient storage and access scheme for market and non-market data across all frequencies
  • Compute cluster, high throughput research infrastructure
  • Performance attribution and post-trade analytics
  • Trading system robustness (automated reconciliation, limit enforcement, system-wide alerts and fuses)
  • Monitors, dashboards



The position requires a highly skilled, passionate technologist with:

  • Strong quantitative skills
  • Strong communication skills
  • A Masters or PhD Degree in Computer Science or a quantitative discipline
  • At least 2 year experience in a quantitative options business (automated market making or volatility arbitrage)
  • Proven expertise with:
    • Implementing systems for real-time option pricing, risk, and execution
    • Implementing fully automated option delta hedging strategies
    • Implementing real-time forecast, alpha services
    • Manipulating tick/microstructure level data
    • Ability to assess buy vs build tradeoffs and performance tradeoffs at all levels of the technology stack
  • Expertise in C++ or Java, Python
  • Domain knowledge of multiple product types preferred (options on futures, equity indices, ETFs, stocks, FX)
  • Entrepreneurial mindset, desire to be a senior founding member of a dynamic investment team
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