Market Microstructure Researcher

Reposted 2 Days Ago
Be an Early Applicant
New York, NY, USA
In-Office
180K-260K Annually
Senior level
Financial Services
The Role
As a Market Microstructure Researcher, you'll optimize high-frequency trading through network analysis, execution optimization, and collaboration with trading teams.
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

Base salary range for this position is $180,000 to $260,000 per year. 

QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.


 

Skills Required

  • 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
  • Advanced networking and GNU/Linux knowledge

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.

Qube Research & Technologies Insights

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The Company
HQ: London
774 Employees

What We Do

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. We currently have multiple open positions on our website, please get in touch! Our commitments: https://www.qube-rt.com/commitments

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