Qube Research & Technologies

Market Microstructure Researcher

Reposted 23 Days Ago

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London, Greater London, England, GBR

In-Office

Mid level

Financial Services

The Role

Analyze network and exchange protocols, automate performance metrics, and optimize high-frequency trading infrastructure for improved trading operations.

Summary Generated by Built In

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.

Skills Required

Degree in Computer Science, Engineering, or related field
3+ years in network analysis or financial markets
Strong skills in Python, time series analysis, and network protocols
Familiarity with market microstructure and low-latency trading
Experience with market exchanges, FPGA-based trading systems, and real-time metrics

Qube Research & Technologies Compensation & Benefits Highlights

The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Qube Research & Technologies and has not been reviewed or approved by Qube Research & Technologies.

Wellbeing & Lifestyle Benefits — Office amenities such as free meals, social events, and wellness-focused workspaces are highlighted in multiple locations. Cycle-to-work schemes and onsite classes in Europe further enhance day-to-day quality of life.
Leave & Time Off Breadth — Two paid volunteer days and corporate donation matching were introduced firmwide. Some locations also cite generous annual leave allowances with options to buy additional days.
Healthcare Strength — Private medical coverage and life insurance are called out for the UK. Job listings reference health insurance in various regions, though specifics differ by office.