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.
The successful candidate will have a Computer Science degree or equivalent, and possess in depth knowledge and experience of developing in C++. A strong background in Linux / C++ low latency optimizations is a must. A background in Linux kernel, FPGA, and Network card offloading will also be advantageous.
Your future role within QRT
* A key member of the ultra-low-latency team, building and enhancing the next generation trading platform for low-latency and high-frequency execution.
* The platform has been written from the ground up in modern C++23.
* You will be involved in everything from low-level systems programming and networking, to market data, to expressive high-level interfaces.
* We work with QRT's existing systems, with researchers, and with the quantitative developers building & running strategies on the platform.
Your present skillset
* 2+ years of experience in low latency Linux development using modern C++, Boost and the standard library
* Experience designing and implementing multithreaded and distributed systems
* Experience in front-office trading desk-aligned role is an advantage
* Good knowledge of distributed network architecture
* Familiar with C++ optimization techniques
* Familiar with Linux / GCC development toolchain
* Knowledge of market data feed handlers and execution gateways highly desirable
* Good team player