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Translate business and regulatory requirements into reference data models, datasets, data quality rules, workflows, and documentation. Partner with architects and stakeholders across Trading, Compliance, Operations, and Research. Serve as a subject matter expert on equity and ETF reference data, corporate actions, identifiers, lifecycle processing, and downstream impacts. Support data interrogation using SQL and contribute to system delivery, data dictionaries, entity relationship diagrams, requirements specifications, and exception-management metrics.

Five- to six-month data engineering internship supporting quantitative research and trading platforms. The intern may work on data acquisition, large-scale datasets, data stores, APIs, production datasets, and real-time or batch data infrastructure. Responsibilities emphasize reliability, performance, scalability, and collaboration with researchers, traders, and engineers. Candidates should have computer science fundamentals, Python experience, structured problem-solving skills, and clear communication. SQL or NoSQL knowledge, front-end experience, and financial markets interest are preferred.

Infrastructure engineering internship or graduate role supporting research, trading, and business systems. Responsibilities may span hardware, Linux operating systems, high-performance computing, storage, networking, DevOps, platform engineering, or site reliability. Candidates contribute to automation, monitoring, incident response, performance optimization, and reliable scalable infrastructure across cloud and on-premise environments.

Contribute to production FPGA systems for ultra-low-latency trading. Design, optimize, test, verify, and integrate hardware and software components using SystemVerilog, C++, and Python. Analyze latency, resource utilization, and power efficiency while debugging designs and developing functionality for market-data processing and order execution. Collaborate with hardware and software engineers and support research into improved FPGA performance.

Design, develop, and support production-grade trading applications, APIs, distributed systems, web tools, deployment automation, and workflow platforms. Build scalable, observable, resilient software for traders, researchers, operations teams, and engineers. Collaborate with stakeholders, contribute to architecture, automate deployment and operational processes, and support systems across global production environments. The role emphasizes reliability, performance, maintainability, cloud technologies, and ownership throughout the software lifecycle.

Design, implement, operate, and optimize ultra-low-latency electronic trading systems on Linux. Responsibilities include building distributed real-time systems, analyzing packet captures and core dumps, troubleshooting performance, using profiling and benchmarking tools, and optimizing networking, concurrency, throughput, and reliability. The role spans architecture through live production debugging and involves collaboration with developers, traders, and operations teams.

Leads QRT’s global identity and access security capability, including IAM/IGA strategy, PAM, secrets management, authentication, authorization, access governance, and least-privilege programs. The role oversees Active Directory, cloud, application, infrastructure, production, and trading-environment access, while managing the IAM team, vendors, roadmaps, audits, incidents, and security improvements.

Serve as the regional interface for APAC and EMEA, analyzing requirements from trading, compliance, and operational stakeholders. Evaluate vendors and prime brokers, propose solutions, conduct impact and gap analyses, coordinate implementation across business and IT teams, validate system behavior, and improve trading platforms, risk systems, and business processes. The role requires financial markets expertise, strong analytical and project management skills, and experience in buy-side or investment-firm business analysis.

Build, enhance, validate, deploy, and support QRT’s low-latency electronic trading systems, including market data handlers, trading gateways, trading platforms, and related infrastructure. The role requires C++ development on Linux, multithreaded and distributed systems expertise, network architecture knowledge, and optimization experience. Familiarity with Linux kernels, FPGAs, network offloading, equities, futures, and front-office trading is advantageous.

Build and onboard financial datasets for quantitative researchers and traders. Extract, clean, aggregate, and validate data from diverse sources, solve data-quality issues, develop novel extraction methods, and support stakeholders using complex datasets. The role requires advanced Python and data-handling skills, SQL knowledge, financial-market interest, strong communication, documentation abilities, and effectiveness in a high-performance environment.