Python Engineer – Market Microstructure Tooling

Qube Research & Technologies

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. Your future role within QRT: We are hiring a Senior Low-Latency Software Engineer to join a newly formed team building a high-performance trading platform from scratch. This platform sits at the heart of QRT’s execution capabilities and is designed for ultra-low-latency, high-frequency trading. You will work on systems where performance is critical, contributing directly to how strategies are executed in live markets. You will collaborate closely with quant researchers and traders to turn models into efficient, production-grade systems, while shaping the architecture and performance of the platform using modern C++ (C++23). Responsibilities: * Design, build, and optimize greenfield, high-performance distributed trading systems in C++, with a strong focus on latency, scalability, and reliability * Partner closely with quant researchers and trading teams to translate strategies into production systems and contribute to the overall architecture Your present skillset: * 5+ years of experience in low-latency / high-performance C++ development * Strong expertise in modern C++ (C++17/20/23) and systems programming * Experience with multithreading, concurrency, and real-time systems * Solid understanding of Linux systems and low-level performance optimization Nice to have: * Experience in electronic trading systems (market data, execution, or connectivity) * Understanding of market microstructure * Knowledge of networking (TCP/UDP) and system-level performance tuning * Exposure to hardware acceleration (e.g. FPGA) * Experience with Python for tooling or prototyping 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.

Keyrock

SENIOR DATA ENGINEER ABOUT KEYROCK Since our beginnings in 2017, we've grown to be a leading change-maker in the digital asset space, renowned for our partnerships and innovation. Today, we partner with over 250 team members around the world. Our diverse team hails from 42 nationalities, with backgrounds ranging from self-taught DeFi natives to PhDs. Predominantly remote, we have hubs in London, Brussels, and Singapore, and host regular online and offline hangouts to keep the crew tight. We are trading on more than 80 trading venues, and working with a wide array of asset issuers. As a well-established market maker, our distinctive expertise led us to expand rapidly. Today, our services span market making, options trading, high-frequency trading, OTC, and DeFi trading desks. But we’re more than a service provider. We’re an initiator. We're pioneers in adopting the Rust Development language for our algorithmic trading, and champions of its use in the industry. We support the growth of Web3 startups through our Accelerator Program. We upgrade ecosystems by injecting liquidity into promising DeFi, RWA, and NFT protocols. And we push the industry's progress with our research and governance initiatives. At Keyrock, we're not just envisioning the future of digital assets. We're actively building it. ABOUT THE TEAM AND WHY THE ROLE EXISTS The Central Data Team (CDT) is only a few months old, but data has been Keyrock's lifeblood since day one. We're now building the Keyrock Data Platform to give Keyrockers, and the AI agents working alongside them, the data and context they need to act fast and autonomously within agreed boundaries and aligned with our shared goals. Doing that means taking data from across the company and making sense of it in real time for all the functions that depend on it: trading desks, wealth and asset management, product, risk, finance, compliance, and research to name a few. You'd be one of the early hires in CDT and we expect you to contribute to most of the bigger decisions and build work. The standards we settle on and the way the team ends up working are still open. WHAT YOU’LL DO * Build streaming and batch pipelines that ingest, normalise, and distribute market, trading, and portfolio data, resilient to feed and exchange failures. * Build the self-serve tooling (SDKs, patterns, templates, AI agents) so other teams publish, consume, and build on data products without waiting on us. * Own data contracts and schema evolution. Keep schema changes from turning into multi-team coordination events. * Design the lakehouse and time-series layer around consumer query patterns. * Build and evolve the Data Governance and Data Quality Framework: stale-feed detection, schema validation, range checks, idempotent writes, lineage, ownership, self-healing. * Build the derived analytics the business runs on: cross-exchange spreads, VWAP at depth, order book microstructure for the desks; portfolio views, exposure, performance for wealth and asset management. * Make observability, cost, and performance first-class from day one. * Treat infrastructure as code (Docker, Terraform, CI/CD) alongside our Central Infrastructure Team. * Work in the open: write things down, partner closely with Architecture, Infrastructure, Platform, and the rest of the teams. WHAT WE’RE LOOKING FOR Tools matter less to us than how you think about problems. That said, here's the shape of the person we have in mind. Engineering Craft * 8+ years of building production data systems that other people rely on. * Strong proficiency in Python and SQL: not just being able to write a query, but being able to reason about what the engine is doing with it. * Code that's easy for someone else to read, test, and delete later. * Strong understanding of data modelling for both streaming and analytical workloads. * Efficiency, quality, idempotency, and observability are taken seriously by default. Systems Design * You've designed and operated streaming systems on Kafka, Redpanda, MSK, or Kinesis, and you have opinions about partitioning, consumer groups, offsets, and schema registries. * You've used a time-series store in production (ClickHouse ideally; TimescaleDB, QuestDB, or similar are fine too) and can talk about table design as a function of query patterns. * You've worked with a lakehouse architecture and reason about table layout, partitioning, and compaction as design choices that shape query performance and storage cost. * You build for self-healing and idempotency. Reprocessing is safe, retries don't double-write, and the system recovers without a human in the loop. Operational Readiness * Docker, Terraform, and CI/CD are how you work, not a separate "DevOps" thing. * You think about cost and performance early. * You instrument as you build: logs, metrics, and traces are part of the system from day one. * You design for data quality and governance up front covering contracts, validation, lineage, and ownership How You Think and Work * You reason from first principles when a problem is new, stay pragmatic when it isn't, and update your view when you learn more. * You treat the trading desks, wealth and asset management, product, risk, finance, compliance, and research as customers of what you build, and communicate with them that way. * You optimise for outcomes over output. A smaller, simpler thing that ships and works beats a bigger thing that doesn't. * You take ownership end-to-end: design, ship, operate, improve. * You say what you think including when it's an unpopular take. You change your mind when the argument is better. * You make the people around you better. Reviews are real, juniors grow from working with you, and peers want to work with you again. * You're curious about how markets work. Data engineering on its own won't keep you interested here. * You're honest about what you know and what you don't, and quick to close the gap. * You understand financial market data: order books, trades, reference data, portfolios, exposures. Crypto, TradFi, or both are a strong plus. NICE TO HAVE * Lakehouse experience with Apache Iceberg or Delta Lake. * Familiarity with DataHub or similar metadata/lineage platforms. * Rust. Some of our performance-critical services are written in it. Interest is welcome; fluency isn't required. WHAT YOU’LL GET * A from-scratch mandate. You'll be among the first hires in CDT, and the platform, the standards, and the team culture are yours to shape with us. * Strong partners. Close working relationships with Architecture, Infrastructure, Platform, and the desks themselves. You won't be building data in a vacuum. * Autonomy on how you work. Flexible hours, remote-first, business-hours on-call shared across the team. * A competitive salary package, with various benefits. * A team that likes each other. Regular online get-togethers and a yearly onsite where everyone's in the same room. OUR RECRUITMENT PROCESS We’re after those with the right skills and a conscious choice to join our field. The perfect fit? Someone who’s driven, collaborative, acts with ownership and delivers solid, scalable outcomes. As an employer we are committed to building a positive and collaborative work environment. We welcome employees of all backgrounds, and hire, reward and promote entirely based on merit and performance. Due to the nature of our business and external requirements, we perform background checks on all potential employees, passing which is a prerequisite to join Key

IMC

IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the APAC markets. If you’re excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you. You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behavior. These predictions are used to inform all of our trading, and improvements have a high and visible impact across the office. You will also help to shape the direction we take across research and tooling. We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we’ve already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled. You will work as part of an established and growing research team, collaborating closely with traders, software and hardware developers to find improvements to our models and see them impact our production results. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices. Your Core Responsibilities:  * Combine creativity and experience to rapidly generate high quality, testable ideas * Use a rigorous and structured process to ensure your results are reliable and well tested * Refine and leverage a strong grasp of market dynamics and microstructure, to create powerful features * Have a solid understanding of statistics, a variety of machine learning approaches, and the risks of overfitting Your Skills and Experience:  * 3+ years experience as a Quantitative Researcher or Trader, with specific experience in high frequency Equities or Futures, and a proven track record * Graduate & Postgraduate study from a top university, majoring in machine learning, statistics, or STEM subjects * Strong programming skills in at least one language (python preferred) * Significant practical experience with at least one mainstream ML approach About Us IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.   About Us IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.