Market Microstructure Researcher

Qube Research & Technologies
London

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

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. 

 

Posted 2026-06-27

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