Qube Research & Technologies

Python Engineer – Market Microstructure Tooling

Qube Research & Technologies  •  Wrocław, PL (Onsite)  •  2 months ago
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Job 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 group driven by technology and data, 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.

You will work on systems and tooling at the intersection of trading infrastructure and market microstructure. The role focuses on building data pipelines, analytics and 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 protocols, 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 supporting live trading, including data validation, pipeline reliability and real time monitoring
  • Collaborate with stakeholders to translate analytical insights into measurable improvements in execution performance
  • Work with research and infrastructure teams to support ongoing development of execution analysis and market behaviour understanding

Your present skillset

  • Degree in Computer Science, Engineering, Mathematics or a related quantitative field
  • 7+ years of professional experience in Python development, building libraries, data platforms or analytical tooling
  • Strong experience working with large scale and time series datasets using tools such as NumPy and Pandas
  • Solid SQL knowledge and experience working with analytical databases
  • Strong problem solving skills with the ability to investigate complex data and system behaviours
  • Ability to translate analytical or trading related problems into robust engineering solutions
  • Experience working in Linux environments and applying software engineering best practices such as testing, version control and continuous integration
  • Strong communication skills with the ability to collaborate across technical and non technical stakeholders
  • Familiarity with financial markets, electronic trading or execution analysis
  • Exposure to network protocols, packet analysis or performance optimisation techniques is beneficial
  • Experience with lower level programming languages such as 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 openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work life balance.

Qube Research & Technologies

About Qube Research & Technologies

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all asset classes across the world. Driven by a shared passion for data, research, technology and trading expertise, we strive to deliver high-quality returns for our investors.

Established in 2016, QRT can rely on its employees across 12 offices in Europe, Middle East and Asia Pacific.

We currently have multiple open positions on our website, please check and apply on line: https://www.qube-rt.com/careers/

QRT supports various coding initiatives as well as academic projects developing and promoting maths and science education.

More information: https://www.qube-rt.com/commitments

Industry
Finance & Insurance
Company Size
1,001-5,000 employees
Headquarters
London, GB
Year Founded
2018
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