Market Access Developer - C++ at Qube Research & Technologies

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

03 May, 26

Salary

270000.0

Posted On

02 Feb, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

C++, Linux, Low Latency Optimizations, Multithreaded Systems, Distributed Systems, Front-Office Trading, Distributed Network Architecture, Equities, Futures, Market Data Feed Handlers, Execution Gateways, Linux Kernel, FPGA, Network Card Offloading

Industry

Financial Services

Description

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 our 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. Market Access is responsible for building and maintaining the cutting-edge technology systems that connect QRT to global financial markets, brokers, and third-party providers. These systems are critical for delivering real-time market data and executing orders with speed, reliability, and precision. By enabling our strategies and traders to operate seamlessly, the team plays a pivotal role in supporting QRT’s rapidly expanding business needs and ensuring we maintain our competitive edge through world-class trading technology. Your future role within QRT A key member of the development team building and enhancing low latency algorithmic trading strategies for QRT Coverage of all aspects of the algorithmic trading strategy, including the exchange price feeds, financial indicators, market making algorithms, back-testing engine, tick data management, exchange simulators and trading gateways, as well as support of the production environment and the processes surrounding it You will work closely with a range of investment management professionals including quantitative analysts/developers, traders and operations staff, in order to design and develop cutting edge systems to keep QRT’s business at the forefront of its field Opportunity to contribute to quantitative research, although this is not the core focus of the role Your present skillset Computer Science degree or equivalent Essential you have a background in Linux / C+ low latency optimizations (5 years+ on low latency Linux development using C/C++, STL, Boost) Experience designing and implementing multithreaded and distributed systems Experience of front-office trading desk-aligned role is an advantage Good knowledge of distributed network architecture Good knowledge of Equities and Futures asset classes highly desirable Familiar with low level optimization techniques on x86/64 platform Familiar with Linux / GCC development toolchain and Linux Red Hat distribution Knowledge of market data feed handlers and execution gateways highly desirable A background in Linux kernel, FPGA and Network card offloading will also be advantageous Base salary range for this position is $180,000 to $270,000 per year. QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.

Responsibilities

You will be a key member of the development team building and enhancing low latency algorithmic trading strategies. This includes working on exchange price feeds, market making algorithms, and supporting the production environment.