This role has closed 2w ago. It is no longer on Qube Research & Technologies's board, so there is nothing left to apply to. The posting is kept here because you saved it or opened it; it is a record, not an offer.

Verified by our engine · Posted +6mo ago

Qube Research & Technologies

Market Microstructure Researcher

Qube Research & Technologies · Trading-QDL

London

LinuxPython

Last seen 2w ago

Posted
+6mo ago

Posted on 4 October 2024

Workplace
Not specified

Work model not stated

Salary
Not disclosed

Salary range not shared by the company

Visa sponsorship
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Visa sponsorship details unknown

This role has closed. It's kept as a record — see Qube Research & Technologies's open roles or the similar live roles below.

See Qube Research & Technologies's open roles

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 QRT’s 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.

Your future role within QRT:

We are seeking a Market Microstructure Researcher to help optimize exchange connectivity and interaction for our high-frequency trading strategies. You will analyse network and exchange protocols, automate performance metrics, and lead experiments to improve our trading operations, with a focus on latency-sensitive exchanges.

Network & Protocol Analysis: Analyse network and exchange protocol captures to identify inefficiencies and improve communication performance

Exchange Research & Liaison: Research exchange features, attend presentations, and communicate with exchange counterparts to gather insights

Execution Optimization: Reverse-engineer trading systems and design and conduct experiments to improve fill rates

Cross-team Communication: Collaborate directly with trading and research teams to ensure best application of findings and direct PnL impact

Data Analysis: Effectively work with large and robust datasets to identify and resolve inefficiencies in internal execution systems and exchange communication

Your present skillset:

Degree in Computer Science, Engineering, or a related field

5+ years of experience in data analysis and/or low-level systems and network engineering

Strong skills in Python and time-series analysis

Understanding of network protocols such as TCP/IP and Ethernet

Familiarity with market microstructure and low-latency trading is a plus

Advanced networking and GNU/Linux knowledge is a plus

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.

About Qube Research & Technologies

Qube Research & Technologies is a quantitative trading firm hiring in London, Paris and Wrocław. Quant firms are the highest-paying engineering employers in Europe and are almost invisible on mainstream job boards, which is precisely why they are here.