
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 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.
trading desks and Risk managers with a dedicated focus on Risk and PnL systems.
operations.
daily PnL figures, and trade / positions reconciliation.
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.
are accurate and available to the front office throughout the trading day
trader flash PnL and official finance PnL
exchange/clearing houses
and PnL calculations are correct and complete
gamma, vega, theta, etc.)
morning health checks and sign-off processes
senior management under time pressure
effort and improve accuracy
after changes
access
Essential
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.
The Firm XTX Markets is a leading algorithmic trading firm which uses state-of-the-art machine learning technology to produce price forecasts for over 50,000 financial instruments across equities, fixed income, currencies, commodities and crypto. It uses those forecasts to trade on exchanges and alternative trading venues, and to offer differentiated liquidity directly to clients worldwide. The firm trades over $250bn a day across 35 countries and has over 250 employees based in London, Singapore, New York, Paris, Bristol, Mumbai, Yerevan and Kajaani. We leverage the talent of the people who work here, modern computational techniques and state-of-the-art research infrastructure to analyse large data sets across markets quickly and efficiently, to maximize the effectiveness of our proprietary trading algorithms. We are actively seeking new methods and ideas. The models that drive our trading strategies have evolved considerably over the last 10 years, from econometric methods that gave our company its name, to trees, to neural networks, to modern deep learning architectures. XTX Markets has an unrivalled level of computational resources in the trading industry, with a growing research cluster currently containing over 25,000 GPUs with 650 petabytes of usable storage. Teams across the firm include world-class researchers with backgrounds in pure math, programming, physics, computer science and machine learning. The firm is also constructing a large-scale data centre in Finland to future-proof its significant computational capabilities. At XTX Markets technology is our business and we are a diverse organization which attracts outstanding talent from across all industry backgrounds. We are focused on teamwork, and our people collaborate on all aspects of the business, working openly and with respect for each other, our clients and the market. Our culture is non-hierarchical and one where everyone is valued. We strive for excellence in everything we do. The Role The OTC Trading Development team is currently looking to hire an experienced developer focused on trading system development. The Team: * Architects, implements and maintains a diverse set of trading systems: whilst ETFs will be the immediate focus for this position, the team works to build a wide range of systems which span prop trading on venue and OTC liquidity provision platforms across other asset classes (primarily Equities, FX and Crypto). * Receives reference implementations of models from quants, hard control requirements from Risk and Compliance, and system ergonomics requests from Trading Analysts, often working closely with those teams to find the best direction. * Is highly autonomous in how we work, maximising safety and velocity. We build and maintain multiple trading systems with a fraction of the headcount of our competitors, so it's critical we can eliminate bureaucracy. * This will be the team’s first hire in New York. This role will involve working on our ETF trading system. The role will require close platform with stakeholders to the system in NYC e.g. Business Development, as well as with OTC’s developers in London. * There are no out-of-hours support responsibilities involved in this role. * There may be an occasional requirement for travel to our London offices. The Technology: * Consists of high-performance trading venue integrations, fair value generation, trading algorithms, risk controls and real time UIs implemented from business requirements. * Is predominantly implemented in Kotlin, with limited amounts of C++. Older parts of the codebase may use Python or Java; this is a decreasing minority. * Is tailored to a wide range of latency and throughput requirements. Where necessary we use a thread-per-core architecture, implement large parts of the network stack and integrate with network card APIs directly. Attributes Someone that would be an excellent fit: * Is an experienced coder, with a solid understanding of Computer Science fundamentals. * Has several years of experience working in Kotlin or other object-oriented languages like Java, C++, or C#. * Knows how to build technology quickly and safely using a variety of testing methods. * Unblocks the team with code reviews that prioritise correctness over style preferences. * Has experience in systems with requirements of microseconds per request or gigabits per second per thread. * A well-founded understanding of ETFs is desirable, though we are open to candidates with any domain knowledge, experience or evidence of interest within finance. Benefits * Extensive medical and wellness benefits including gym membership. * Breakfast and lunch provided daily. * Beautiful Hudson Yards office. * 25 days paid holiday per year + statutory holiday and paid sick days. * Generous 401k contributions. * We work 4 days per week in the office, 1 from home unless stated otherwise. The base salary range for this role is between $200,000 to $300,000 depending on relevant job-related skills and experience. You will be eligible for participation in a discretionary annual performance bonus scheme and will enjoy a comprehensive package of benefits. All bonuses, benefits, and any sign-on payments are in addition to the base salary range stated.
WHO WE ARE ABOUT STRIPE Stripe is a financial infrastructure platform for businesses. Millions of companies—from the world's largest enterprises to the most ambitious startups—use Stripe to accept payments, grow their revenue, and accelerate new business opportunities. Our mission is to increase the GDP of the internet, and we have a staggering amount of work ahead. That means you have an unprecedented opportunity to put the global economy within everyone's reach while doing the most important work of your career. ABOUT THE TEAM Data Science at Stripe is a vibrant community where data analysts, data scientists, and engineers learn and grow together. You'll work with some of Stripe's most fundamental and exciting data, and use that data to help drive company-wide initiatives. We have a variety of Data Analytics roles and teams across Stripe and will seek to align you to the most relevant team based on your background. WHAT YOU'LL DO In this role, you'll partner deeply with teams across Stripe to ensure that our users, our products, and our business have the models, data products, and insights needed to make decisions and grow responsibly. You'll work closely with partners to extract insights from the rich and complex data at Stripe. You'll also work with leaders to translate business needs into data problems. You'll build metrics, scalable data pipelines, dashboards, and reports to inform and run the business. You'll deliver actionable business insights through analyses and data storytelling. RESPONSIBILITIES * Work with Treasury Finance, Finance & Strategy, Risk and Engineering to build out analytics and observability framework for Stripe's financial position * Investigate macro signals and build analytical frameworks that inform financial planning and strategic decisions * Develop targeted observability and performance analytics for both standard and event-driven environments, providing key insights to senior leadership on Stripe’s business position as macro/market conditions shift * Understand and leverage Stripe's data assets to analyze financial performance and develop scalable data foundations for existing and emerging analytical needs * Work with heterogeneous and unstructured data to develop insights and recommendations * Collaborate with data scientists and engineers to build data pipelines, models, and infrastructure that serve business needs * Support ongoing reporting, stakeholder communications, and information requests across Treasury Finance and Finance & Strategy WHO YOU ARE We're looking for someone who meets the minimum requirements to be considered for the role. If you meet these requirements, you are encouraged to apply. The preferred qualifications are a bonus, not a requirement. MINIMUM REQUIREMENTS: * Must be located in New York or willing to relocate as this role is hybrid * 3–6 years of experience in Data Research & Analysis, Risk Modeling & Analysis roles, Business Intelligence and Data Engineering, building data pipelines and analyzing large datasets to solve problems * Proficiency in SQL and Python * Strong statistical knowledge and business intuition * Ability to clearly communicate results and drive impact * Experience in analytics in FinTech, banking, investment management, corporate finance, treasury, or financial services * Expertise in visualization and using data insights to make recommendations and achieve goals * Proven ability to manage and deliver on multiple concurrent projects with strong attention to detail * Comfortable collaborating across functions to identify data analytics problems and execute solutions with technical rigor and data-driven insights * Proficiency with AI tools to accelerate model development, analysis, and coding PREFERRED QUALIFICATIONS: * Master's degree in Mathematics, Statistics, Economics, Engineering, or a related technical field * Prior experience at a growth-stage internet or FinTech company * Prior experience in macro analytics, corporate finance, financial planning, and portfolio management * Familiarity with financial and accounting data, time-series data, macroeconomic analysis or economic indicator development * Experience with distributed data frameworks like Hadoop and Spark to write and debug data pipelines * Good understanding of development processes and best practices like engineering standards, code reviews, and testing
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.