Design, build, and optimize ultra-low-latency distributed trading systems in modern C++. Collaborate with quantitative researchers and traders to translate strategies into production systems, develop execution capabilities, and improve latency, scalability, reliability, and performance. Responsibilities include multithreaded systems programming, networking, Linux optimization, electronic trading connectivity, and potentially hardware acceleration using FPGA technology.
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.
We are hiring a Senior Low-Latency Software Engineer to join a newly formed team building a high-performance trading platform from scratch. This platform sits at the heart of QRT’s execution capabilities and is designed for ultra-low-latency, high-frequency trading. You will work on systems where performance is critical, contributing directly to how strategies are executed in live markets.
Your future role within QRT:
- Design, build, and optimize greenfield, high-performance distributed trading systems in C++, with a strong focus on latency, scalability, and reliability.
- Partner closely with quant researchers and trading teams to translate strategies into production systems and contribute to the overall architecture.
- 5+ years of experience in low-latency / high-performance C++ development.
- Strong expertise in modern C++ (C++17/20/23) and systems programming.
- Experience with multithreading, concurrency, and real-time systems.
- Solid understanding of Linux systems and low-level performance optimization.
Your present skillset:
- 5+ years' experience developing high-performance applications in modern C++
- Strong understanding of algorithms, data structures, and multithreaded programming
- Solid understanding of low-latency systems and performance optimisation techniques
- Experience in electronic trading systems (market data, execution, or connectivity).
- Understanding of market microstructure.
- Knowledge of networking (TCP/UDP) and system-level performance tuning.
- Exposure to hardware acceleration (e.g. FPGA).
- Interest in quantitative finance, electronic trading, or market making
- Strong problem-solving skills and the ability to work collaboratively with researchers, traders, and engineers
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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