Low Latency Market Data Developer - C++

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

The Tick Data Platform team is a new team building a market data architecture for low latency trading. The systems are being developed from the ground up and we’re looking for exceptional software engineers to join us in creating scalable and performant tick data platforms to support HFT.

Your future role within QRT

Greenfield development in a small and highly collaborative team

Writing modern high-performance C++23

Architectural contributions to newly designed systems

Adding new exchanges to the platform

Project leadership

Working with developers and researchers across the low latency teams at QRT

Your present skillset:

4 years of experience writing low latency / high-performance modern C++

Experience with market data is highly desirable

Familiar with C++ optimisation techniques

Linux internals, kernel bypass and low-level profiling / tuning

Communication and teamwork, with an interest in building a strong engineering culture

Nice to have:

System design and architecture

Scripting in bash or python

Project leadership and stakeholder management

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.