
Qube Research & Technologies · New York
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a ...
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
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
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
Your present skillset
STL, Boost)
Base salary range for this position is $180,000 to $300,000 per year.
QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.
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. We are looking for a talented C++ developer with expertise in low latency development, ideally in cryptocurrency markets or HFT. Your future role within QRT * Pivotal role in enhancing QRT’s market access systems to meet the demands of low-latency and high-frequency trading in cryptocurrency markets. * Work closely with traders and researchers to understand the unique requirements of cryptocurrency trading and provide timely feedback and innovative solutions. * Collaborate with Linux administrators and network engineers to ensure optimal system setup and deployment, leveraging cloud infrastructure and modern devops practices. * Part of the QRT Market Access team, enhancing and maintaining systems that cover global markets, with a special focus on the cryptocurrency ecosystem. Your present skillset * Expert skills in C++ and Linux platforms. * Proven experience in low-latency optimization and tuning techniques. * Experience with market access systems in cryptocurrency markets. * Familiarity with cloud environments and modern CI/CD pipelines. * Good knowledge of crypto products is a plus. * Strong communication and interpersonal skills are desirable. Base salary range for this position is $180,000 to $270,000 per year. QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.
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 QRT’s 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: * Your core objective will be to provide high-touch user support to the global QRT team which trades across all the major EMEA and US markets. * Provide prompt user support for investigations & resolution of any system issues impacting front office trading flows. * Liaise with internal and external teams on a day-to-day basis to provide effective management of the QRT trading infrastructure, resolving issues through to completion. * Support trading platforms on different OS environments – Windows & Linux (Manual trading application, Algorithmic trading platforms, Exchange/FIX connectivity system, and Risk systems). * Ensure all trading components are up and running before the start of each trading day and support the release management process ensuring stability of the production environment. * Provide maintenance and support of static databases and supporting processes. * Develop tools to continuously improve our ability to monitor the trading environment. * Evening/weekend support requirements (normally through remote access). Your present skillset: * >2yrs of Bash, Command Dos, Powershell or Python scripting experience is essential. * Minimum 3yrs in a support role. * Excellent problem solving and highly effective business analytics capabilities required. * Must have a keen focus on ownership of issues and commitment to resolving them. * Excellent written and oral communication skills are essential. * Expert windows desktop and server administration experience is essential. * High level of Linux OS experience is essential. * Expert relational database skills (in order of preference: SQL Server, Postgres) are essential. * Experience of managing the expectations of Front Office traders and senior management is desirable. * Knowledge of Equities, Futures, Commodities and FX asset classes is an advantage. * Knowledge of market data feed handlers and execution feeds is an advantage. * Knowledge of market-making/liquidity provision and algorithmic trading is an advantage. Base salary range for this position is $150,000 to $220,000 per year. QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.
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 QRT’s 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: * The successful candidate will join the Production Management team based in New York, providing high-touch support to the QRT trading desks and Risk managers with a dedicated focus on Risk and PnL systems. * QRT trades across all major EMEA and US markets, and this role sits at the intersection of technology and front office operations. * You will be the primary point of contact for the investigation and resolution of issues impacting real-time risk monitoring, daily PnL figures, and trade / positions reconciliation. * You will work closely with traders, quants, and finance teams to ensure the integrity and availability of risk and PnL data throughout the trading day and at end of day. You will also liaise with internal development, quant research, and external counterparties to maintain a stable and accurate production environment. Your present skillset: * Real-time risk support: Monitor and support intraday risk systems, ensuring live Greeks, exposure, and limit utilisation data are accurate and available to the front office throughout the trading day * PnL production and reconciliation: Own the end-of-day PnL process, including identification and resolution of breaks between trader flash PnL and official finance PnL * Trade and position reconciliation: Investigate and resolve position breaks between internal systems, prime brokers, and exchange/clearing houses * Market data integrity: Ensure pricing and reference data feeds (EOD prices, vol surfaces, yield curves) used in risk and PnL calculations are correct and complete * Explain PnL attribution: Work with traders and quants to explain PnL moves by decomposing into risk factors (delta, gamma, vega, theta, etc.) * System availability: Ensure all risk and PnL components are operational before the start of each trading session; manage morning health checks and sign-off processes * Incident management: Lead investigation and resolution of risk or PnL discrepancies, communicating clearly with traders and senior management under time pressure * Process improvement: Develop scripts and tools to automate reconciliation, monitoring, and alerting workflows to reduce manual effort and improve accuracy * Release management: Support the deployment of risk system and PnL platform releases, validating output integrity before and after changes * Evening/weekend support: Provide on-call coverage for critical end-of-day and start-of-day processes, normally via remote access Essential * Minimum 2 years in a risk, PnL, or quantitative support role within a trading firm, hedge fund, or investment bank * Strong understanding of risk metrics: delta, gamma, vega, theta, DV01, and portfolio-level exposure aggregation * Hands-on experience with PnL production workflows, including flash vs. official PnL reconciliation and attribution * Familiarity with financial instruments across at least two asset classes (Equities, Futures, Commodities, FX, Fixed Income) * Strong relational database skills – able to query and investigate data independently (SQL Server or Postgres preferred) * ~1 year of scripting experience in Python, Bash, or PowerShell for automation and investigation tooling * Excellent analytical and problem-solving skills with a methodical approach to root cause analysis * Strong written and oral communication skills – able to explain technical issues clearly to traders and senior stakeholders * High sense of ownership: proactive in following issues through to resolution without being chased Base salary range for this position is $150,000 to $220,000 per year. QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.