Python Engineer – Market Microstructure Tooling

Requirements

• Degree in Computer Science, Engineering, Mathematics or a related quantitative field
• 7+ years of professional experience in Python development, building libraries, data platforms or analytical tooling
• Strong experience working with large scale and time series datasets using tools such as NumPy and Pandas
• Solid SQL knowledge and experience working with analytical databases
• Strong problem-solving skills with the ability to investigate complex data and system behaviors
• Ability to translate analytical or trading-related problems into robust engineering solutions
• Experience working in Linux environments and applying software engineering best practices such as testing, version control, and continuous integration
• Strong communication skills with the ability to collaborate across technical and non-technical stakeholders

What You'll Be Doing

• Analyze trading behavior across venues to identify execution inefficiencies and improve latency and fill performance
• Develop Python libraries, data pipelines, and tooling to process exchange protocols, order flow, and large-scale trading data
• Build analytical frameworks, metrics, and monitoring tools to evaluate execution quality and system performance
• Contribute to production systems supporting live trading, including data validation, pipeline reliability, and real-time monitoring
• Collaborate with stakeholders to translate analytical insights into measurable improvements in execution performance
• Work with research and infrastructure teams to support ongoing development of execution analysis and market behavior understanding

Nice to Haves

• Familiarity with financial markets, electronic trading, or execution analysis
• Exposure to network protocols, packet analysis, or performance optimization techniques is beneficial
• Experience with lower-level programming languages such as C, C++, or Rust is advantageous

Perks and Benefits

• QRT is an equal opportunity employer that welcomes diversity as essential to success
• Empowers employees to work openly and respectfully to achieve collective success
• Offers initiatives and programs to enable employees to achieve a healthy work-life balance