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Qube Research & Technologies

Market Access Developer - C++

Reposted 21 Days Ago
Be an Early Applicant
In-Office
New York, NY, USA
180K-270K Annually
Senior level
In-Office
New York, NY, USA
180K-270K Annually
Senior level
Develop low latency algorithmic trading strategies, enhancing systems for market data and order execution while collaborating with investment professionals.
The summary above was generated by AI

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 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. 

Market Access is responsible for building and maintaining the cutting-edge technology systems that connect QRT to global financial markets, brokers, and third-party providers. These systems are critical for delivering real-time market data and executing orders with speed, reliability, and precision. By enabling our strategies and traders to operate seamlessly, the team plays a pivotal role in supporting QRT’s rapidly expanding business needs and ensuring we maintain our competitive edge through world-class trading technology.

Your future role within QRT 

  • A key member of the development team building and enhancing low latency algorithmic trading strategies for QRT 
  • Coverage of all aspects of the algorithmic trading strategy, including the exchange price feeds, financial indicators, market making algorithms, back-testing engine, tick data management, exchange simulators and trading gateways, as well as support of the production environment and the processes surrounding it 
  • You will work closely with a range of investment management professionals including quantitative analysts/developers, traders and operations staff, in order to design and develop cutting edge systems to keep QRT’s business at the forefront of its field 
  • Opportunity to contribute to quantitative research, although this is not the core focus of the role 

Your present skillset 

  • Computer Science degree or equivalent 
  • Essential you have a background in Linux / C+ low latency optimizations (5 years+ on low latency Linux development using C/C++, STL, Boost) 
  • Experience designing and implementing multithreaded and distributed systems 
  • Experience of front-office trading desk-aligned role is an advantage 
  • Good knowledge of distributed network architecture 
  • Good knowledge of Equities and Futures asset classes highly desirable 
  • Familiar with low level optimization techniques on x86/64 platform 
  • Familiar with Linux / GCC development toolchain and Linux Red Hat distribution 
  • Knowledge of market data feed handlers and execution gateways highly desirable 
  • A background in Linux kernel, FPGA and Network card offloading will also be advantageous 

 
Base salary range for this position is $180,000 to $300,000 per year. 

QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.


 

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