Python Engineer – Market Microstructure Tooling
Qube Research & Technologies6 months ago
Wrocław, PolandSenior
Responsibilities
- Analyze trading behavior across venues to identify execution inefficiencies and improve latency and fill performance.
- Develop Python libraries, data pipelines, and tooling for 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 live-trading production systems through data validation, pipeline reliability, and real-time monitoring.
- Translate analytical and trading insights into measurable improvements in execution performance.
- Collaborate with research and infrastructure teams on execution analysis and market behavior understanding.
Requirements
- Degree in Computer Science, Engineering, Mathematics, or a related quantitative field.
- At least 7 years of professional experience in Python development, libraries, data platforms, or analytical tooling.
- Strong experience with large-scale and time-series datasets using NumPy and Pandas.
- Solid SQL knowledge and experience with analytical databases.
- Strong problem-solving skills and the ability to investigate complex data and system behavior.
- Ability to translate analytical or trading problems into robust engineering solutions.
- Experience working in Linux environments and applying testing, version control, and continuous integration practices.
- Strong communication skills for collaboration with technical and nontechnical stakeholders.
- Familiarity with financial markets, electronic trading, or execution analysis.
- Exposure to network protocols, packet analysis, or performance optimization techniques is beneficial.
- Experience with C, C++, or Rust is advantageous.
Benefits
- Initiatives and programs intended to support a healthy work-life balance.
- Equal opportunity workplace that welcomes diversity and respectful collaboration.
About Qube Research & Technologies
Qube Research & Technologies is a global quantitative and systematic investment manager that develops and trades data-driven strategies across liquid asset classes for institutional investors. The firm manages client capital and proprietary funds, earning management and performance fees. Founded in 2018 and headquartered in London, it operates with offices in 16 locations worldwide.