Quantitative Developer
Hybrid 2-3 days in office in New York City/Manhattan, NY
FTE
Perm/Direct Hire working Hybrid 2-3 days in office in New York City/Manhattan, NY
Excellent salary, bonus and benefits
RESPONSIBILITIES
- Developing re-usable and performant C++ libraries for macro instrument analytics (FX, Rates, Credit), to be used for research, back-testing, and live trading
- Integrating the analytics libraries into the wider Python research infrastructure to allow trading teams across Cubist to use it in their research and trading processes
- Working with Cubist Data Services to source market data to fuel real-time and historical analytics
- Reconciliation of calculations against benchmark sources
REQUIREMENTS
- 4+ years of professional software engineering experience in a collaborative environment
- Bachelor's degree or higher in computer science or other quantitative discipline
- Experience in object-oriented programming, design patterns, and data structures
- Experience with software delivery lifecycle and writing production-quality code
- Familiarity with instrument pricing and risk software patterns
- Strong C++ development
- Strong Python development
- Experience in Rates and/or Credit products (e.g., bonds and swaps) - trading/investment platforms
- Reasonable quantitative and statistical skills
- Team player with strong pride of ownership
- Detail-oriented and quick learner in a fast-paced environment
- Commitment to the highest ethical standards
Job Type: Full-time
Pay: $150,000.00 - $200,000.00 per year
Benefits:
- 401(k)
- Dental insurance
- Health insurance
Schedule:
Experience:
- C++: 10 years (Required)
- Python: 10 years (Required)
- Rates , Credit , bonds , swaps, trading, investment: 5 years (Required)
- quantitative and statistical skills: 5 years (Required)
Ability to Commute:
- New York, NY 10001 (Preferred)
Ability to Relocate:
- New York, NY 10001: Relocate before starting work (Required)
Work Location: Hybrid remote in New York, NY 10001