Market Microstructure Researcher at Qube Research & Technologies

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

03 May, 26

Salary

260000.0

Posted On

02 Feb, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Data Analysis, Low-Level Systems, Network Engineering, Python, Time-Series Analysis, Network Protocols, Market Microstructure, Low-Latency Trading, Networking, GNU/Linux

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 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.

Responsibilities

The Market Microstructure Researcher will optimize exchange connectivity and interaction for high-frequency trading strategies by analyzing network and exchange protocols. They will also automate performance metrics and lead experiments to improve trading operations with a focus on latency-sensitive exchanges.