Apply now →Applications go to Qube RT (QRT)'s own site.
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 and ambitious culture. QRT’s culture of innovation continuously drives our capacity to deliver high-quality returns.
You will work on systems and tooling at the intersection of trading infrastructure and market microstructure. The role focuses on building data pipelines, and analytics libraries that support execution analysis and improve trading performance. You will operate close to the trading stack, working with high-resolution datasets and contributing to both research and production systems.
Your future role within QRT:
- Analyse trading behaviour across venues to identify execution inefficiencies and improve latency and fill performance.
- Develop Python libraries, data pipelines, and tooling to process exchange, order flow, and large-scale trading data.
- Build analytical frameworks, metrics, and monitoring tools to evaluate execution quality and system performance.
- Contribute to production systems for live trading, including data validation, pipeline reliability, and real-time monitoring.
- Collaborate with stakeholders to translate analytical insights into measurable improvements.
- Work with research and infrastructure teams to support execution analysis and market behaviour understanding.
Your present skillset:
- Degree in Computer Science, Engineering, Mathematics, or related quantitative.
- 7+ years of professional Python development, building libraries, data platforms, or analytical tooling.
- Strong experience with large-scale and time-series datasets using NumPy and Pandas.
- Solid SQL knowledge and experience with analytical databases.
- Strong problem-solving skills with ability to investigate complex data and system behavior.
- Ability to translate analytical or trading-related problems into robust engineering solutions.
- Experience in Linux and software engineering best practices, including testing, version control, and CI.
- Strong communication skills with technical and non-technical stakeholders.
- Familiarity with financial markets, electronic trading, or execution analysis.
- Exposure to network protocols, packet analysis, or performance optimization is beneficial.
- Experience with C, C++, or Rust is advantageous.
QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work in open, respectful environments.