Market Access Developer - C++

Qube Research & Technologies•New York, NY

About The Position

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

Requirements

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
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

Nice To Haves

Experience of front-office trading desk-aligned role is an advantage
A background in Linux kernel, FPGA and Network card offloading will also be advantageous

Responsibilities

building and enhancing low latency algorithmic trading strategies
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
design and develop cutting edge systems