Personeel.com

Market Microstructure Researcher

Amsterdam30+ days ago

In English
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About the job

Qube Research & Technologies is hiring a Market Microstructure Researcher for their Amsterdam office. In this role, you will analyze network and exchange protocols to boost communication performance and reverse-engineer trading systems to improve fill rates. You will collaborate with trading and research teams, working with large datasets to resolve inefficiencies in execution systems.

What you will do

  • Analyze network and exchange protocol captures to improve communication performance
  • Research exchange features and liaise with exchange counterparts
  • Reverse-engineer trading systems and design experiments to improve fill rates
  • Collaborate with trading and research teams to apply findings
  • Work with large datasets to resolve inefficiencies in execution systems

What you bring

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

Nice to have

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

What you get

  • Equal opportunity employer
  • Initiatives and programs for healthy work-life balance

Summary by Personeel.com. The full job description and the application form are on Qube Research & Technologies's website (job-boards.greenhouse.io); Apply takes you straight there.

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