Market Microstructure Researcher

Requirements

• Degree: Degree in Computer Science, Engineering, or a related field
• Experience: 5+ years of experience in data analysis and/or low-level systems and network engineering
• Skills: Strong skills in Python and time-series analysis
• Knowledge: Understanding of network protocols such as TCP/IP and Ethernet

Nice to Haves

• Familiarity with market microstructure and low-latency trading is a plus
• Advanced networking and GNU/Linux knowledge is a plus

What You'll Be Doing

• Network & Protocol Analysis: Analyse network and exchange protocol captures to identify inefficiencies and improve communication performance
• Exchange Research & Liaison: Research exchange features, attend presentations, and communicate with exchange counterparts to gather insights
• Execution Optimization: Reverse-engineer trading systems and design and conduct experiments to improve fill rates
• Cross-team Communication: Collaborate directly with trading and research teams to ensure best application of findings and direct PnL impact
• Data Analysis: Effectively work with large and robust datasets to identify and resolve inefficiencies in internal execution systems and exchange communication

Perks and Benefits

• QRT is an equal opportunity employer promoting diversity
• Initiatives and programs for achieving a healthy work-life balance