Low Latency Market Data Developer - C++
Qube Research & Technologies5 months ago
Hong Kong, Hong KongMid Level
Responsibilities
- Develop greenfield, scalable, and performant tick data platforms for low-latency trading.
- Write modern high-performance C++23.
- Contribute to the architecture and design of newly developed systems.
- Integrate new exchanges into the market data platform.
- Provide project leadership and collaborate with developers and researchers across low-latency teams.
- Help build a strong engineering culture through communication and teamwork.
Requirements
- At least four years of experience writing low-latency or high-performance modern C++.
- Experience with market data is highly desirable.
- Familiarity with C++ optimization techniques.
- Knowledge of Linux internals, kernel bypass, and low-level profiling and tuning.
- Strong communication and teamwork skills.
- Nice-to-have experience with system design and architecture.
- Nice-to-have scripting experience with Bash or Python.
- Nice-to-have project leadership and stakeholder management experience.
Benefits
- Equal opportunity employer committed to diversity and respectful collaboration.
- Employee initiatives and programs supporting work-life balance.
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.