Latency Architect, Market Microstructure & HFT

Quberesearchandtechnologies; New York (NY); On-site; USD 180,000 - 260,000; Full time

Benefits offered by this job

Discretionary performance-based bonuses

Competitive benefits package

Job summary

Qube Research & Technologies is seeking a Market Microstructure Researcher in New York City to optimize trading strategies through network protocol analysis and collaboration with trading teams. Candidates should possess a strong background in data analysis, with experience in low-level systems engineering, particularly relating to trading operations.

The role focuses on enhancing performance metrics and communication efficiency. Compensation includes a base salary of $180,000 to $260,000, bonuses, and a competitive benefits package.

Qualifications

• 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.

Responsibilities

• Analyze network and exchange protocol captures to identify inefficiencies.
• Research exchange features and communicate with exchange counterparts.
• Reverse-engineer trading systems and conduct experiments to improve fill rates.
• Collaborate with trading and research teams for PnL impact.
• Work with large datasets to identify execution system inefficiencies.

Skills

Data analysis

Low-level systems engineering

Network protocols (TCP/IP, Ethernet)

Python programming

Time-series analysis

Market microstructure knowledge

Advanced networking

GNU/Linux knowledge

Education

Degree in Computer Science, Engineering, or a related field

Job description

Qube Research & Technologies is seeking a Market Microstructure Researcher in New York City to optimize trading strategies through network protocol analysis and collaboration with trading teams. Candidates should possess a strong background in data analysis, with experience in low-level systems engineering, particularly relating to trading operations.

The role focuses on enhancing performance metrics and communication efficiency. Compensation includes a base salary of $180,000 to $260,000, bonuses, and a competitive benefits package.