Python Engineer – Market Microstructure Tooling

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,...