Market Microstructure Researcher

The role

You will optimize exchange connectivity and interaction for high-frequency trading strategies. This involves analyzing network and exchange protocols, automating performance metrics, and leading experiments to improve trading operations.

What you will do

• Analyse network and exchange protocol captures to identify inefficiencies
• Research exchange features and communicate with exchange counterparts
• Reverse-engineer trading systems
• Design and conduct experiments to improve fill rates
• Collaborate with trading and research teams
• Work with large and robust datasets to resolve inefficiencies

Required qualifications

• 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

Nice to have

• Familiarity with market microstructure and low-latency trading
• Advanced networking and GNU/Linux knowledge

Benefits

• discretionary performance-based bonuses
• competitive benefits package

About the company

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager. It is a technology and data driven group implementing a scientific approach to investing.