Low Latency Market Data Developer - C++

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 * A key member of the global Market Access (MA) team, building and enhancing market access systems for all spectrums of QRT trading business. * You will cover design, development, validation, deployment, and production support of QRT's trading gateways and market data handlers to global exchanges and brokers. * Ownership of exchange upgrades and broker onboardings, including gap analysis, development, and validation/certifications, which may require frequent communications with external exchanges, brokers and third-party providers. * Opportunities to work on low-latency aspects of the MA systems. * You will be exposed to or work on surrounding upstream and downstream systems. * You will be working with almost all teams in QRT, including quantitative analysts/developers, traders, operations, compliance, risk officers in addition to all IT teams. Your present skillset * Minimum 5 years of C++ development on Linux platform. * Python and bash scripting skills essential. * Experience designing and implementing multithreaded and distributed systems. * Experience of exchange trading gateways and/or market data feed handlers. * Experience with FIX trading protocol advantageous. * Good knowledge of financial products desirable. * Experience in low latency optimization and tuning techniques advantageous. * Excellent communication and interpersonal skills essential. * Being a motivated team player, with excellent problem-solving skills. 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.

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.