At IMC, technology is not a department it’s at the heart of everything we do. Our in-house built systems make millions of trading decisions every day, and our edge comes from making better, faster decisions than the competition.

Our engineers build software that sits directly in the latency-critical path of our trading systems. From exchange connectivity and market data handling to pricing, risk management, and order execution, our technology underpins every part of the trading lifecycle. In Hong Kong, you’ll work closely with Traders and Quant Researchers to develop high-performance systems that operate at scale in highly competitive global markets.

Your Core Responsibilities: 

As a C++ Engineer, you will design and build performance-critical components that power our trading systems, working in close partnership with Traders, Researchers, and other engineers.

• Design, build and optimise high-performance C++ trading systems that power pricing, risk management and order strategy across equities markets, ensuring robust and scalable performance in live trading environments.
• Work closely with Traders and Quant Researchers to translate trading ideas into efficient, production-ready systems
• Continuously improve system performance through profiling, optimisation, and thoughtful systems design
• Own the full development lifecycle, from design and implementation through to deployment and monitoring
• Navigate complex trade-offs between latency, throughput, scalability, and maintainability in a real-time environment

Your Skills and Experience: 

• Strong programming skills in C++. Experience in latest versions of C++ highly desirable
• Solid understanding of systems programming concepts, including concurrency, memory management, and performance optimisation
• Experience working in Linux environments
• Proven ability to build and optimise high-performance systems
• A high degree of flexibility and adaptability: willing and able to deal with uncertainty and ambiguity in a rapidly evolving environment
• Comfortable working closely with stakeholders to deliver impactful solutions

#LI-DNI

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview: 
We are seeking a highly motivated, quick-learning developer to join our DV Equities desk. In this role, you will be involved in the development of our cutting-edge, low-latency trading platform, which competes in the most competitive markets in the world.

Job Responsibilities:

• Work alongside senior traders and experienced software developers
• Improve and extend the core trading platform, enhance existing trades, and identify and pursue new opportunities
• Further responsibilities may be driven by the individual’s interests and specific skills

Requirements:

• Highly proficient in C++; experience with modern C++ (such as smart pointers)
• Strong work ethic, detail oriented, and ability to learn quickly in a fast-paced environment
• Interest in algorithmic trading
• Experience doing highly performant, low-level C++ work

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview: 
We are looking for an experienced software developer to join our DV Equities desk. In this role, you'll be responsible for development and daily operations of trading systems that provide services to traders.

Job Responsibilities:

• Lead in the design, implementation, and deployment of DV’s core trading platform in C++ 17
• Bring deep technical knowledge such as parallel programming, trading systems, networking, or performance analysis
• Work on cross-functional teams across trading, quant, and development to troubleshoot and solve complex problems
• Work directly with trading desks on new feature requests

Requirements:

• Experience building performant, scalable applications in C++
• Experience working on Linux
• Solid understanding of multi-threaded/multi-core programming paradigms
• Object-oriented design and programming experience
• Highly collaborative in nature, with excellent written and verbal communication skills
• Familiarity with options trading and trading systems is a plus
• Bachelor’s degree in Computer Science, Engineering or a related field from an accredited institution

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

Hudson River Trading (HRT) is one of the top algorithmic trading companies in the world. Our research cluster is the backbone of our success; it’s where all of our trading strategies are generated.

We use a large, customized research environment with highly advanced CPU and GPU compute, storage, and networking technology. Our team thinks about the entire software stack, from the user-level API to optimizing performance out of low-level caching. We deal with everything from the theoretical, like fair resource scheduling, to the concrete, like optimizing a trader’s new program run-time performance. 

As a distributed compute engineer in a user-facing environment, you’ll develop and improve on technical solutions that make research as easy and efficient as possible. You’ll work every day with both talented quantitative traders and software engineers across all trading teams.

Responsibilities

• Ensure HRT’s research environment is best in class, with a focus on user workloads
• Maintain and improve resource scheduling, data caching, and job monitoring to make research as easy, fast, and efficient as possible, using both in-house and open source solutions
• Optimize workloads at the user level to speed up user iteration speed
• Tune workloads at the infrastructure level to make them more resource-efficient
• Share metrics and real-time information with users to give insight into workload behavior
• Sit down with users to understand their specific technical needs
• Contribute individually and through leadership and coordination of the above
• Set technical direction for the platform and take holistic ownership of the software infrastructure that supports Algo research

Qualifications

• Bachelor's degree in Computer Science, Computer Engineering, or a related field
• Strong C++ expertise (daily use preferred)
• Python familiarity preferred
• Experience collaborating closely with quantitative researchers and traders to understand their needs
• Great communication capabilities
• Superior design, debugging, and problem solving skills
• Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication

We are looking for engineers to power Hudson River Trading's continued expansion into global markets. As an engineer based out of our Hong Kong office, you will play a critical role in the process of establishing HRT's presence in Asia-Pacific markets and work closely with our algo and operations teams to ensure the continued success of our trading. You will also be deeply involved in the continuous, ongoing process of optimizing trading in markets HRT already has a presence in.

In this role, you'll be expected to own the process of entering new markets and manage market changes over time. With this responsibility, you'll gain broad exposure to both the technical and business aspects of our trading operation. It is difficult to overstate the impact of this role - you will immediately contribute to the bottom line as HRT begins trading in markets it previously had no presence in and HRT’s trading in existing markets becomes more profitable.

Profile

• In your spare time you: code, tinker, read, explore, break things, and have an insatiable curiosity for all things computer related... you'll find like-minded people here.
• You possess a bachelor's degree in Computer Science, Engineering or related field
• You are capable of working independently as well as part of a team
• You can analyze and fix problems quickly
• Can look at code, figure out how it works, and how to make it better
• Can describe software designs at a high level (the abstract interface), low level (step-by-step algorithm), or anywhere in between
• You really like to work with people who challenge you and make you better at what you do​

Qualifications

• C++ experience required
• Familiarity with UNIX operating systems and comfort at a command line
• Must be fluent (reading, writing and conversing) in English
• Adept at working independently and in self-management
• Experience developing market data and order entry systems a plus

#LI-CP1

We are looking for engineers to power Hudson River Trading's continued expansion into global markets. As an engineer based out of our Singapore office, you will play a critical role in the process of establishing HRT's presence in Asia-Pacific markets and work closely with our algo and operations teams to ensure the continued success of our trading. You will also be deeply involved in the continuous, ongoing process of optimizing trading in markets HRT already has a presence in.

In this role, you'll be expected to own the process of entering new markets and manage market changes over time. With this responsibility, you'll gain broad exposure to both the technical and business aspects of our trading operation. It is difficult to overstate the impact of this role - you will immediately contribute to the bottom line as HRT begins trading in markets it previously had no presence in and HRT’s trading in existing markets becomes more profitable.

Profile

• In your spare time you: code, tinker, read, explore, break things, and have an insatiable curiosity for all things computer related... you'll find like-minded people here.
• You possess a bachelor's degree in Computer Science, Engineering or related field
• You are capable of working independently as well as part of a team
• You can analyze and fix problems quickly
• Can look at code, figure out how it works, and how to make it better
• Can describe software designs at a high level (the abstract interface), low level (step-by-step algorithm), or anywhere in between
• You really like to work with people who challenge you and make you better at what you do​

Qualifications

• C++ experience required
• Familiarity with UNIX operating systems and comfort at a command line
• Must be fluent (reading, writing and conversing) in English
• Adept at working independently and in self-management
• Experience developing market data and order entry systems a plus

#LI-CP1

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:
As a Trading Intern, you'll work with our trading teams and learn proprietary methodologies and trading systems that support an established trading business. You will build and maintain trading models, oversee, and improve daily processes as needed, analyze, and solve discrepancies in trade positions and identify new market opportunities. Trading interns work in a relatively flat organizational structure and are mentored by senior traders and other trading professionals on teams.

Requirements:

• Pursuing a master's degree in statistics, computer science, economics, or a related field
• Strong interest in trading and model development
• A high level of proficiency with Excel, C++, C#, R, Python, and VBA is preferred 
• Strong work ethic and ability to learn quickly in a fast-paced, high-pressure environment
• Demonstrated ability to learn and apply new concepts
  
  

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

Location: Hong Kong
Type: Full-Time

The Role

As Nex’s Senior Embedded Software / AOSP Engineer, you bring Nex Playground to life. Your OS and firmware run on millions of devices, turning family living rooms into playgrounds where body motion, software, and on-device AI come together as one experience. You will lead the bringup of new platforms and hardware, and craft the HAL and framework layers that fuse our games, system maps, peripherals, and CV/ML pipelines with the silicon beneath.

You will architect the OS and own the full stack — SoC, GPU, NPU, Camera, ISP, WiFi, Bluetooth, HDMI, and power — squeezing best-in-class performance out of consumer-grade hardware. You will champion stability and security end-to-end, from a hardened boot chain to deep-stack profiling and disciplined root-cause analysis of field issues. As a technical anchor for the platform, you will help shape Nex’s hardware roadmap and the future products that millions will play on next. You’ll report to the Director of Hardware Engineering.

The Mindset

You build technology that improves people’s lives — especially where the physical and digital worlds meet. You live at the boundary of software and hardware, with deep instincts for how systems behave from the boot loader up. You chase root causes, not symptoms, and take pride in products that hold up at scale. You raise the bar for the systems and the people around you.

What You’ll Do

• Bring up new platforms and hardware, and optimize Playground’s AOSP-based OS across SoC, GPU, NPU, Camera, ISP, WiFi, Bluetooth, HDMI, and power for best-in-class performance.
• Design and implement system APIs, HAL, and framework layers in close partnership with the app, game, and CV/ML teams.
• Tune state-of-the-art image processing, CV, and ML pipelines to run efficiently on-device.
• Own system security end-to-end — harden the boot and verification chain, manage keys, and keep security patches current.
• Profile and debug deep into the stack with tools like perfetto, systrace, tcpdump, and Arm Mobile Studio, and drive field issues to root cause.
• Partner with SoC vendors and ODM / JDM partners on BSP drops, escalations, and silicon-level issues.
• Support manufacturing and factory operations — device provisioning, calibration data, key storage, and factory test images.

Must Have

• 5+ years building embedded system software.
• Hands-on experience across multiple AOSP versions, including BSP and SoC bringup.
• Working knowledge of the AOSP build system and release tooling.
• Track record shipping massively deployed embedded products.
• Deep knowledge of Android and Linux internals — kernel, device drivers, HAL, multi-processing, SELinux, verified boot, and performance optimization.
• Proficiency in low-level system debugging.
• Proficiency in C, C++, and Python.
• Good English communication.

Nice to Have

• Experience with TV, set-top-box, video conferencing, or gaming platforms.
• Domain knowledge of cameras, ISPs, and image processing pipelines.
• Domain knowledge of NPUs and deploying ML at the edge.
• Domain knowledge of Arm Cortex CPUs and Mali GPUs.
• Depth in the connectivity stack — WiFi supplicant, Bluetooth, and HID / controller pairing for peripherals.
• Hands-on experience with SoC vendor platforms such as Amlogic, Rockchip, MediaTek, or Qualcomm.
• Open-source contributions to the Linux kernel, AOSP, or related projects.

#LI-Onsite

The Role: 

• We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies

Job Responsibilities (include, but not limited to the following)

• Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
• Independently lead, manage and grow quantitative investment portfolio (portfolio will have a separately identifiable track record)
• Autonomy to build your own research pipeline and grow your team

• 2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe
• Strong programming skills in mainstream quant programming languages, such as Python and C++
   

The Independent Portfolio Manager Opportunity:

• Transparent and formula-based compensation
• Meaningful allocation with growth potential based on performance and scalability
• Access to a deep and broad menu of datasets supported by a dedicated data team
• Cross-asset execution led by a multi-regional trading team
• Opportunity for select engagement with the CIO Office in support of your research and strategy development

#LI-SB1

Required:

• 3+ in Windows desktop application development using Windows App SDK, WinUI (or similar), C#, XAML — and ideally additional experience with native Windows code (C++, Win32/WinRT/COM).
• Deep understanding of Windows application architecture, including interop between managed code (.NET) and native code.
• Proven track record of designing, building, and shipping production-quality desktop applications, with an emphasis on reliability, performance, scalability, and maintainability.
• Strong experience with accessibility APIs on Windows (e.g. Microsoft UI Automation or similar), and a dedication to building accessible and inclusive software.
• Excellent software engineering fundamentals: OOP, design patterns, data structures, algorithms, memory management, multi-threading or asynchronous programming (where relevant).
• Experience leading technical design, mentoring other engineers, conducting code reviews, and making architecture-level decisions.
• Strong communication skills; ability to articulate tradeoffs, collaborate with cross-functional teams, and drive consensus.
• A user-centric mindset: focus on building polished, intuitive, and accessible experiences for end users.

Preferred / Bonus:

• Experience with writing automated tests for UI — unit tests, integration tests, UI automation tests; familiarity with relevant testing frameworks.
• Experience with performance optimization for desktop apps (memory usage, startup time, rendering performance, high-DPI support, responsiveness under load).
• Experience with localization/globalization, right-to-left UI support, internationalization, accessibility for multiple regions.
• Familiarity with telemetry, analytics, crash reporting, logging, and error monitoring in desktop applications.
• Previous experience in shaping CI/CD workflows, release pipelines, and deployment strategies for desktop applications.
• Demonstrated ability to take ownership of feature areas or modules and drive them long-term, including maintenance, refactoring, and technical debt management.

What we offer

• A high-impact role: you will define architecture, shape the future of our Windows product, and directly influence what millions of users see and experience.
• A collaborative, flat-structure engineering culture — you are not just a coder, but a builder and a decision-maker.
• Opportunities to lead — mentor others, steer technical direction, and grow into broader technical leadership (e.g. Tech Lead, Architect).
• Flexibility, autonomy, and responsibility: you define how to solve problems, own features end-to-end, and contribute to long-term product vision.
• A purpose-driven mission: building software that’s reliable, accessible, and user-centered — making a real difference for people.                  

Think you’re a good fit for this job? 

Tell us more about yourself and why you're interested in the role when you apply.
And don’t forget to include links to your portfolio and LinkedIn.

Not looking but know someone who would make a great fit? 
Refer them! 

Speechify is committed to a diverse and inclusive workplace. 
Speechify does not discriminate on the basis of race, national origin, gender, gender identity, sexual orientation, protected veteran status, disability, age, or other legally protected status.

About this role

We are looking for a Staff/Principal Linux Infrastructure Engineer with deep expertise in Linux development, network driver creation, and performance optimization. In this hands-on, high-impact role, you will work directly in our TrustedServer Team to create and refine the core systems that drive ExpressVPN’s infrastructure. This role is ideal for a Linux expert with a record of notable contributions to the kernel or other relevant communities and a history of published research in the field.

What you’ll be Do:

• Develop, optimize, and maintain TrustedServer collaboratively with the team, ensuring this foundational technology continues to serve as the secure backbone of our global services.
• Lead advanced Linux development projects and maintain active contributions to the Linux and relevant communities, with a focus on optimizing network drivers and enhancing system performance.
• Create and maintain dedicated environments and labs to rigorously test and optimize system performance; analyze results and implement improvements that increase system speed, resilience, and scalability.
• Network Driver Development: Develop and refine custom network drivers tailored to the high-demand needs of our digital privacy and performance solutions.
• Write clear, comprehensive technical designs and test plans, ensuring complex infrastructure projects are heavily de-risked and cleanly architected.

What you’ll bring:

• Minimum of 7 years in Linux infrastructure and Linux development, with documented contributions to kernel or relevant repositories.
• Demonstrated experience in network driver development, performance testing frameworks, and significant contributions to the Linux and relevant communities.
• Deep expertise in C++/Rust programming, Linux kernel architecture, and network protocols.
• Advanced capabilities in performance tuning and development of testing frameworks.
• Strong analytical and problem-solving skills, with a hands-on, proactive approach to systems architecture and performance optimization.
• Degree in Computer Science, Computer Engineering, or a related field.

Nice to have:

• History of published research in systems performance, networking, or kernel architecture.
• Expertise in computer security, cryptography, secure coding practices, or public key infrastructure.
• Familiarity with modern VPN protocols, including WireGuard or our own open-source protocol, Lightway.

What we offer:

• Work with a modern tech stack in a strong engineering culture
• Influence on technical decisions and room to innovate
• Continuous learning opportunities and support for professional development
• A motivated, collaborative team with extensive experience
• A strategic role with real technical influence and ownership
• A modern engineering culture with CI/CD, observability, and a strong code review culture
• Purpose-driven work: we value security, quality, and depth over quick hacks

#LI-PS1

Join a high-performance trading team in a fast-paced global market environment. Following an intensive global training program, you will manage a trading desk, execute strategies, and identify market opportunities alongside senior traders.

Key Responsibilities

• Manage daily trading positions and execute strategies across diverse asset classes.
• Maintain real-time risk oversight and optimize desk performance.
• Partner with developers and quants to refine proprietary models and automation tools.
• Research and back-test new concepts to capitalize on market inefficiencies.
• Provide competitive pricing and ensure seamless execution in high-frequency markets.

Requirements

• Degree in a quantitative field (Math, Physics, Engineering, Finance, or CS).
• Exceptional mental arithmetic and logical reasoning under pressure.
• Proficiency in Excel; Python, VBA, or C++ skills are a significant plus.
• A competitive, entrepreneurial spirit with a proactive approach to problem-solving.
• Fluency in English and the ability to thrive in a collaborative, flat structure.

Join a high-performance trading team in a fast-paced global market environment. Following an intensive global training program, you will manage a trading desk, execute strategies, and identify market opportunities alongside senior traders.

Key Responsibilities

• Manage daily trading positions and execute strategies across diverse asset classes.
• Maintain real-time risk oversight and optimize desk performance.
• Partner with developers and quants to refine proprietary models and automation tools.
• Research and back-test new concepts to capitalize on market inefficiencies.
• Provide competitive pricing and ensure seamless execution in high-frequency markets.

Requirements

• Degree in a quantitative field (Math, Physics, Engineering, Finance, or CS).
• Exceptional mental arithmetic and logical reasoning under pressure.
• Proficiency in Excel; Python, VBA, or C++ skills are a significant plus.
• A competitive, entrepreneurial spirit with a proactive approach to problem-solving.
• Fluency in English and the ability to thrive in a collaborative, flat structure.

Join a high-performance trading team in a fast-paced global market environment. Following an intensive global training program, you will manage a trading desk, execute strategies, and identify market opportunities alongside senior traders.

Key Responsibilities

• Manage daily trading positions and execute strategies across diverse asset classes.
• Maintain real-time risk oversight and optimize desk performance.
• Partner with developers and quants to refine proprietary models and automation tools.
• Research and back-test new concepts to capitalize on market inefficiencies.
• Provide competitive pricing and ensure seamless execution in high-frequency markets.

Requirements

• Degree in a quantitative field (Math, Physics, Engineering, Finance, or CS).
• Exceptional mental arithmetic and logical reasoning under pressure.
• Proficiency in Excel; Python, VBA, or C++ skills are a significant plus.
• A competitive, entrepreneurial spirit with a proactive approach to problem-solving.
• Fluency in English and the ability to thrive in a collaborative, flat structure.

The Role

We are seeking a talented and motivated Quantitative Researcher to join our dynamic systematic trading team. The ideal candidate will have a strong background in software development, a passion for technology, and a keen interest in the financial industry. You will work closely with our quantitative PMs, developers, and fellow researchers to develop and maintain high-performance trading systems and tools.

Key Responsibilities 

1. Engineer predictive features from high-frequency market data and unstructured alternative datasets for machine learning (ML) models. 
2. Develop research pipelines on a distributed compute cluster for tree-based models, deep learning, NLP/LLM, and related ML models. 
3. Design and prototype ML-driven alphas for cash equities, futures, and other liquid asset classes. 
4. Collaborate with researchers and developers to deploy signals into production, and perform iterative improvements based on real performance. 
5. Track academic and industry advances in machine learning and present actionable ideas to the team. 

Required Skills & Qualifications

1. MS or PhD in computer science, statistics, mathematics, or a related quantitative discipline from a top-tier university. 
2. Minimum 5 years of alpha-research experience at a leading buy-side firm or global bank. 
3. Expertise in tree-based models, deep learning, and NLP/LLM with strong understanding of probability and overfitting-control practices. 
4. Proficiency in python (and preferably C++ or similar), coupled with experience on distributed/hybrid compute environments. 
5. Excellent analytical, verbal, and written communication skills, with a proactive, ownership-driven mindset suited to the fast-paced trading floor.

Who We Are 

Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.

Our Culture

At Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.

The Role

We are seeking a talented and motivated Quantitative Developer to join our dynamic systematic trading team. The ideal candidate will have a strong background in software development, a passion for technology, and a keen interest in the financial industry. You will work closely with our quantitative researchers and fellow engineers to develop and maintain high-performance trading systems and tools.                                                           

What you’ll do 

- Design, develop, and maintain high-performance applications, including market data, order management systems, and trading systems.
- Optimize and enhance existing software to improve performance and scalability.
- Ensure the reliability and robustness of trading systems through rigorous testing and live monitoring.
- Participate in code reviews and contribute to best practices in software development.
- Stay up-to-date with the latest technologies and industry trends to drive innovation.

What you’ll bring

What you need:

• Master’s degree in Computer Science, Engineering, or a related field.
• 5+ years of experience in software development within the financial industry, such as proprietary trading firms, hedge funds, or investment banks.
• Proficiency in programming languages such as C++ and Python, with solid experience in database technologies like SQL and KDB.
• Strong understanding of algorithms, data structures, and software design principles.
• Excellent problem-solving skills, attention to detail, and strong communication and teamwork abilities.

We’d love if you had:

• Experience with systematic trading system development.
• Experience with DevOps practices and continuous integration tools.
• Experience with risk reporting systems and troubleshooting pre/post-trade related issues.
• Experience with market data access via Reuters, Bloomberg, and exchange native protocols.
• Knowledge of cloud computing platforms (e.g., AWS, Azure).
• Knowledge of machine learning and data analysis techniques.
   

Who We Are 

Schonfeld Strategic Advisors is a global multi-strategy, multi-manager investment platform that harnesses the transformative power of people to perform in all market environments. Our dynamic culture inspires better outcomes for our team, our investors, and our partners. We aim to consistently deliver risk-adjusted returns, with people driving performance.

We specialize in four core strategies: Quantitative Trading, Fundamental Equity, Tactical Trading, and Discretionary Macro & Fixed Income. We capitalize on inefficiencies and opportunities within the markets, drawing from a significant investment in proprietary technology, infrastructure, and risk analytics.

We invest through internal portfolio managers and external partner funds, pursuing alignment among investors, investment professionals, and the firm. Our footprint spans 7 countries and 19 offices.

Our Culture

Talent is our strategy. We believe our success is because of our people, so putting our talent above all else is our top priority. We are teamwork-oriented, collaborative, and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning & educational offerings and opportunities to make an impact.

We foster a sense of belonging among all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. Our employees value diversity across identity, thought, people and perspective which serves as the foundation of our culture. As a firm, we are committed to creating a hiring process that is fair, welcoming and supportive.

Who You Are:

This role sits at the intersection of software engineering and infrastructure, with a primary objective of minimizing latency, maximizing throughput, and ensuring deterministic performance across critical trading workflows. 

We are looking for a Trading Systems Engineer to design and build high performance trading systems in support of market data ingestion, order routing and execution. The ideal candidate will have worked on the development of low latency trading systems and have experience of high-performance messaging in Java, though similar experience in C++ will be considered. 

Further to the above, the candidate will have experience of optimizing multiple layers of the technology-stack, from the application layer, through to the OS, network layers and supporting hardware. 

What You’ll Do:

• This role will provide cross-cutting solutions in support of multiple businesses, including OTC, Market Making, Prop and Systematic Trading. 
• You will have the ability to work independently, have strong analytical and problem-solving skills, with a desire to own issues and see them through to resolution.  
• Embrace and champion the thoughtful adoption of AI to improve team performance and business outcomes.
• Leverage AI tools (e.g., generative AI, automation platforms, data copilots) to improve productivity, decision-making, and output quality in your day-to-day work.

What We’re Looking For:

• Excellent core Java skills
• Extensive experience of Java Application and Garbage Collection optimization
• Exceptional knowledge of concurrency and multithreaded programming
• Experience of developing low latency pricing and trading systems
• Knowledge of low latency messaging (e.g. Aeron, 29West)
• Solid understanding of networking fundamentals (TCP/UDP, multicast, routing, switching, congestion control) and use of kernel bypass technologies (e.g., DPDK, Solarflare/OpenOnload, RDMA).
• Familiarity with Linux internals, to include scheduling, memory management, and performance tuning.

Bonus Points: 

• eFX development experience in a low latency, zero GC environment
• Knowledge of institutional encodings (FIX, SBE)
• Fault tolerant, high availability, distributed computing
• Docker / Kubernetes / AWS

What We Offer:

• Competitive base salary and discretionary bonus
• Competitive paid time off
• Company-paid health and protective benefits for employees and their eligible dependents
• Free virtual coaching sessions through Headspace
• Free daily snacks in-office
• Opportunities to learn about the Crypto industry
• Smart, entrepreneurial, and fun colleagues

*Benefits may vary depending on location.

As a Mechatronics Specialist/Engineer, you will play a pivotal role in designing and optimizing state-of-the-art electromechanical systems. Your expertise will drive the innovation of our motor designs and control systems, enhancing efficiency and performance.

Responsibilities:

• Specify, test, and tune BLDC motors, harmonic drives, and customized gearboxes.
• Design motor control firmware (FOC) for maximum efficiency and torque density.
• Collaborate with mechanical engineers on joint design and thermal management.

Required Skills:

• Deep understanding of electromechanical systems and motor physics.
• Experience writing firmware in C/C++ for microcontrollers.
• Hands-on experience with industrial communication protocols (EtherCAT, CAN bus).

We are seeking a skilled Tactile Sensing & Dexterous Manipulation Engineer (Robotics) to advance the capabilities of high-resolution tactile sensors and dexterous robotic systems. The successful candidate will work on cutting-edge projects to enhance robotic perception and manipulation, contributing to innovative solutions in the field of robotics.

Responsibilities:

• Process data from high-resolution tactile sensors and force-torque arrays.
• Implement slip-detection and compliant control algorithms.
• Train multi-fingered grasping policies for unknown objects.
• Collaborate with cross-functional teams to integrate tactile sensing solutions into robotic platforms.
• Conduct experiments to validate the performance of tactile sensing and robotic manipulation systems.

Qualifications:

• Deep knowledge of contact mechanics and robotic grasping.
• Experience with tactile sensors (e.g., GelSight, BioTac).
• Background in soft robotics or dexterous manipulation.
• Proficiency in programming languages such as Python or C++.
• Strong problem-solving skills and the ability to work independently.
• Excellent communication and teamwork abilities.

We are seeking a highly skilled LLM Pre-training & Distributed Systems Engineer. This role is essential for orchestrating large-scale machine learning training runs and optimizing  distributed infrastructure. The ideal candidate will have a deep understanding of GPU clusters and extensive experience in system engineering to ensure efficient and reliable training processes.

Responsibilities:

• Orchestrate distributed training runs across 1,000+ GPUs using PyTorch, DeepSpeed, or Megatron-LM.
• Optimize networking (InfiniBand/RDMA) and memory management to prevent out-of-memory errors.
• Automate checkpointing and failure recovery during month-long training runs.

Required Skills:

• Deep expertise in 3D parallelism (Data, Tensor, Pipeline).
• Experience managing SLURM or Kubernetes-based GPU clusters.
• Strong systems engineering background (C++, CUDA, Python).

We are looking for an AI Specialist Engineer to enhance the performance of large language and vision models for on-device inference. Your expertise will be crucial in developing and deploying cutting-edge AI solutions, ensuring optimal efficiency across diverse hardware architectures.

Responsibilities:

• Compress and optimize large language and vision models for on-device inference.
• Develop pipelines for model distillation and hardware-specific compilation.
• Benchmark performance across various NPU/GPU architectures.

Qualifications:

• Expertise in model distillation, pruning, and 4-bit/8-bit quantization techniques.
• Hands-on experience with TensorRT, ONNX Runtime, and edge deployment.
• Strong C++ and Python skills.

QRT is a global quantitative and systematic investment manager, operating across all liquid asset classes. We are a data- and technology-driven organization applying scientific methods to investing. Our collaborative culture and focus on innovation enable us to solve complex challenges and deliver high-quality returns for our investors.

The Market Access team builds and supports the systems that interface with markets, brokers, and data providers. These systems ensure QRT’s trading strategies can access real-time market data and execute reliably. The team is critical to supporting the firm’s growth and maintaining its technological edge.

Your future role at QRT:

You will help manage and improve QRT’s global market data systems by working closely with exchanges, vendors, traders, and internal engineering teams. Your role spans project management, operations, and technical coordination.

Core responsibilities

Basic Development Operations

• Simple development tasks involving small config changes / scripting / basic C++ changes etc
• Monitor and maintain market data pipelines (e.g., PCAP, PIDUMP, Reference Data).
• Investigate and resolve ad-hoc issues, replays, and backfills. Provide L3 support
• Support infrastructure tasks like estate ownership, on-demand setup of SIM/UAT & capacity planning
• Enhance our test suite and post deployment checks

Project Coordination & Execution

• Coordinate projects ranging from desk-driven requests and exchange-driven upgrades.
• Coordinate with developers, infrastructure, and vendors; track dependencies and deliver updates.
• Align internal teams to upcoming exchange or vendor changes.

Operational Stewardship

• Act as a liaison across technical and trading teams, ensuring efficient communication and issue resolution.
• Own release management, including PCRs, QC, documentation, and triage follow-ups.
• Maintain accurate documentation on data coverage, configurations, and workflows.
• Improve internal tooling and automation to streamline operations.

Some specializations: 

• Data/Cloud Engineering: Automate pipeline QC, support ingestion infrastructure.
• Reliability/DevOps: Develop tooling and improve observability.
• Performance Engineering: Tune systems for latency-sensitive trading.

Your Present Skill Set:

• Familiarity with financial markets and exchange data feeds.
• Basic development & scripting skills (e.g., Python or Bash)
• Organized, with strong multitasking and communication skills.
• Attention to detail in documentation and task tracking.
• Proactive and able to drive initiatives to completion.
• Experience dealing with data is a plus
• Some exposure to simple C++ changes/deployment will be a huge plus

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.

Programme duration: From 3-6 months, starting in 2026.  

Who qualifies: Penultimate or final year students completing a Bachelor's, Master's, PhD. 

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.  

Over the years, QRT has invested in a global research and execution platform which has been deployed to cover all geographies and asset classes. This platform covers a broad spectrum from high to low frequency trading systems. We thrive at the intersection of cutting-edge technology, smart automation, and scalable processes, enabling us to move fast, think big, and deliver at scale.   

We are committed to identifying and developing exceptional talent, and are inviting a new cohort of outstanding individuals to join us in the year ahead. Our internship offers a stimulating, intellectually rigorous, and high-performance environment, where collaboration is key to success. You will work alongside and be mentored by industry-leading professionals, gaining invaluable experience and positioning yourself for the opportunity to secure a full-time graduate role upon successful completion of the program. 

Your future role at QRT   

Throughout the recruitment process, we will work to align your skills, interests, and potential with the teams where you can make the greatest impact. 

As a Quantitative Research Intern, you could contribute to one of two complementary areas within one of QRT's systematic teams - spanning high, mid, and low-frequencies: 

Research 

Your core objective will be to develop high-quality predictive signals. You will leverage access to vast and diverse datasets to identify hidden statistical patterns and market opportunities. Collaborating with fellow researchers to exchange ideas and refine methodologies. You will be trained to lead the full research cycle - from idea generation to implementation.  

Trading  

You will contribute to the live deployment of QRT’s research by working on the systematic trading platform itself. This involves monitoring signal behaviour, tracking performance, and improving execution efficiency, while also helping to identify and manage potential risks. Working closely with senior Researchers and Traders, you will focus on refining and scaling systematic processes, applying your quantitative and programming skills to ensure strategies perform optimally in production. 

We’re looking for interns who are curious, creative, and collaborative. If you’re passionate about learning, excited to take on challenges, and ready to make a real impact, you’ll find plenty of opportunities to grow with us. 

Your present skillset   

• Pursuing an advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering   

• High level of technical knowledge in statistics, machine learning, NLP or AI techniques is a plus   

• Coding skills required in at least one leading programming language (Python and C++ or C#)  

• Experience in exploring large datasets across multiple time frames is a plus  

• Capacity to multi-task in a fast-paced environment while keeping strong attention to detail   

• Ability to work autonomously, in a collegial and collaborative setting, and with colleagues from diverse backgrounds and areas of expertise.  

• Excellent communication skills  

• Fluent in English, any other language is a plus  

Interviewing:   

• Apply online: applications are evaluated on a rolling basis by a member of our Talent Acquisition team. This is a great opportunity to stand out, as we read every application carefully and look for specific, thoughtful answers that reflect your genuine interests.  

• Technical assessment - Selected candidates will be invited to complete a coding challenge designed to evaluate core technical and problem-solving skills.   

• Interviews - Shortlisted applicants will proceed to interviews conducted either on-site or via Microsoft Teams. These will assess both your technical expertise and your alignment with our culture and values.   

We encourage you to take part in one of our Data Challenges, which offer a valuable opportunity to engage with the types of problems encountered in the Quantitative Research role while showcasing your analytical and technical skills. Strong performance may lead to direct follow-up from our team, making it an excellent way to gain early visibility in the recruitment process: Challenge data (ens.fr)  

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 

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

• Your core objective is to create high quality predictive signals
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities
• Share and discuss research results, methodology, data sets and processes with other researchers
• Implement the signals and the relevant datasets within the global execution platform
• Monitor signal behaviour and model performance over time
• You would lead the full strategy research cycle from signal generation to implementation

Your present skillset

• Direct experience as a quant researcher or trader, or in data science/machine learning space.
• Students and fresh graduate applicants will be rejected, please apply our internship/graduate positions instead.
• Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering
• Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus
• Capacity to multi-task in a fast paced environment while keeping strong attention to detail
• Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#)
• Experience in exploring large datasets across multiple time frames is a plus
• Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields
• Capacity to work with autonomy within a collegial and collaborative environment
• Strong capacity to communicate with technologists, data scientists and traders across the globe
• Proven track record in delivering successful systematic strategies

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. 

Join a high-performance trading team in a fast-paced global market environment. Following an intensive global training program, you will manage a trading desk, execute strategies, and identify market opportunities alongside senior traders.

Key Responsibilities

• Manage daily trading positions and execute strategies across diverse asset classes.
• Maintain real-time risk oversight and optimize desk performance.
• Partner with developers and quants to refine proprietary models and automation tools.
• Research and back-test new concepts to capitalize on market inefficiencies.
• Provide competitive pricing and ensure seamless execution in high-frequency markets.

Requirements

• Degree in a quantitative field (Math, Physics, Engineering, Finance, or CS).
• Exceptional mental arithmetic and logical reasoning under pressure.
• Proficiency in Excel; Python, VBA, or C++ skills are a significant plus.
• A competitive, entrepreneurial spirit with a proactive approach to problem-solving.
• Fluency in English and the ability to thrive in a collaborative, flat structure.

Join a high-performance trading team in a fast-paced global market environment. Following an intensive global training program, you will manage a trading desk, execute strategies, and identify market opportunities alongside senior traders.

Key Responsibilities

• Manage daily trading positions and execute strategies across diverse asset classes.
• Maintain real-time risk oversight and optimize desk performance.
• Partner with developers and quants to refine proprietary models and automation tools.
• Research and back-test new concepts to capitalize on market inefficiencies.
• Provide competitive pricing and ensure seamless execution in high-frequency markets.

Requirements

• Degree in a quantitative field (Math, Physics, Engineering, Finance, or CS).
• Exceptional mental arithmetic and logical reasoning under pressure.
• Proficiency in Excel; Python, VBA, or C++ skills are a significant plus.
• A competitive, entrepreneurial spirit with a proactive approach to problem-solving.
• Fluency in English and the ability to thrive in a collaborative, flat structure.

Join a high-performance trading team in a fast-paced global market environment. Following an intensive global training program, you will manage a trading desk, execute strategies, and identify market opportunities alongside senior traders.

Key Responsibilities

• Manage daily trading positions and execute strategies across diverse asset classes.
• Maintain real-time risk oversight and optimize desk performance.
• Partner with developers and quants to refine proprietary models and automation tools.
• Research and back-test new concepts to capitalize on market inefficiencies.
• Provide competitive pricing and ensure seamless execution in high-frequency markets.

Requirements

• Degree in a quantitative field (Math, Physics, Engineering, Finance, or CS).
• Exceptional mental arithmetic and logical reasoning under pressure.
• Proficiency in Excel; Python, VBA, or C++ skills are a significant plus.
• A competitive, entrepreneurial spirit with a proactive approach to problem-solving.
• Fluency in English and the ability to thrive in a collaborative, flat structure.

Join a high-performance trading team in a fast-paced global market environment. Following an intensive global training program, you will manage a trading desk, execute strategies, and identify market opportunities alongside senior traders.

Key Responsibilities

• Manage daily trading positions and execute strategies across diverse asset classes.
• Maintain real-time risk oversight and optimize desk performance.
• Partner with developers and quants to refine proprietary models and automation tools.
• Research and back-test new concepts to capitalize on market inefficiencies.
• Provide competitive pricing and ensure seamless execution in high-frequency markets.

Requirements

• Degree in a quantitative field (Math, Physics, Engineering, Finance, or CS).
• Exceptional mental arithmetic and logical reasoning under pressure.
• Proficiency in Excel; Python, VBA, or C++ skills are a significant plus.
• A competitive, entrepreneurial spirit with a proactive approach to problem-solving.
• Fluency in English and the ability to thrive in a collaborative, flat structure.

Location: Hong Kong or Remote
Type: Full Time

The Role

As a Software Engineer at Nex, you will contribute to building the technical foundations that power our platform's most demanding capabilities. You will focus on either ML Engineering or Framework Engineering, two complementary specializations that drive research velocity and product performance.

In the ML Engineering track, you will build the infrastructure that accelerates machine learning research: training pipelines, data workflows, model integration systems, and the tools that enable rapid experimentation. Your work ensures researchers can iterate reliably and move experiments toward production readiness.

In the Framework Engineering track, you will own the design and development of our cross-platform software framework for detection, sensing, haptics, and ML inference. You will build the real-time systems, hardware abstraction layers, and developer APIs that enable multimodal interaction on Nex Playground.

Either path offers the opportunity to work on deeply technical problems in machine learning systems, data infrastructure, sensing technologies, and real-time inference. You will be part of a small, highly technical team that values both specialization and collaboration, with clear ownership of core technology areas.

The Mindset

You are drawn to solving complex technical challenges at the intersection of research and production engineering. You care deeply about building systems that are reliable, performant, and maintainable. You thrive in environments where technical depth matters, where your expertise in ML systems, distributed computing, or real-time software directly shapes what the platform can do.

What You’ll Do

ML Engineering Track

• Design and build training pipelines, data workflows, and model integration systems
• Develop infrastructure that accelerates research iteration and reduces turnaround time
• Build systems for data collection, curation, and preprocessing at scale
• Create tools and automation that move experiments toward production readiness
• Optimize data pipelines for reliability, performance, and observability
• Collaborate with ML researchers to understand their needs and remove technical blockers
• Work on model serving infrastructure and integration with the production framework

Framework Engineering Track

• Design and develop a robust, performant, cross-platform framework for sensing, detection, haptics, and ML inference
• Build efficient runtime execution systems and hardware abstraction layers
• Develop developer APIs that make complex sensing and inference accessible
• Optimize for real-time performance on multimodal data streams
• Work on camera, microphone, and haptics integration
• Implement code that runs reliably across different platforms and hardware configurations
• Improve framework stability, performance, and developer experience

Both Tracks

• Write clean, well-tested code that maintains high engineering standards
• Participate in code reviews and help raise the engineering bar across the team
• Contribute to shared tools, infrastructure, and cross-role projects (20% Time)
• Work with the dual-leadership model (Engineering Manager and Tech Lead) to understand priorities and technical direction
• Document systems and decisions to support team knowledge sharing

Must Have

ML Engineering Track

• 3+ years of professional software engineering experience in building production ML systems, training infrastructure, or research platforms
• Proficiency in Python, additional experience with at least one other systems language (C++, C#, Java, Rust, or Go)
• Hands-on experience with PyTorch or TensorFlow in production or research environments
• Experience building or maintaining ML training pipelines or data workflows
• Familiarity with model deployment, inference optimization, or MLOps practices

Framework Engineering Track

• 3+ years of professional software engineering experience in building real-time software frameworks, cross-platform systems, or performance-critical applications
• Proficiency in C++/C#, additional experience with at least one other systems language (C++, C#, Java, Rust, or Go)
• Experience with cross-platform development
• Proven track record with performance optimization, real-time systems, or hardware abstraction layers
• Experience building developer APIs or software frameworks used by other engineers

Nice To Have

For ML Engineering Track

• Experience with distributed training systems or GPU-accelerated computing
• Knowledge of data versioning, experiment tracking, or ML metadata management
• Familiarity with containerization (Docker) and orchestration tools
• Contributions to open-source ML projects or research publications

For Framework Engineering Track

• Experience building real-time systems or low-latency software
• Familiarity with computer vision, signal processing, or embedded systems
• Experience with cross-platform development or hardware abstraction
• Knowledge of performance optimization and profiling
• Experience with sensing technologies (cameras, microphones, or similar)
• Familiarity with CI/CD pipelines and automated testing

For Either Track

• Experience working in small, high-performance technical teams
• Background in startups, high-growth environments, or consumer product companies
• Passion for pushing technical boundaries and deep problem-solving

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incentivizing collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

We’re expanding our successful global equity stat arb business with the build out of a new team of quantitative researchers focused on developing mixed-frequency (low/mid) strategies based out of Hong Kong. This team will leverage new and differentiated approaches to research and will be comprised with top talent across the fields of Quantitative Research, ML/LLM & Engineering.

What You'll Do: 

Quantitative Researchers collect and analyze tens of thousands of data sets, identify patterns and extract insights into the complexities in global financial markets. Researchers lean heavily on statistical analysis, machine learning, and data engineering skills; applying the results of their research to forecasts and predictive trading models. Jump’s Quantitative Researchers are constantly collaborating with other scientists, traders, hardware and software developers, and market facing business teams to push for the best expression of our new ideas.

Skills You'll Need:

• Creative thinkers who are driven, self-motivated, and eager to solve challenging problems

• Proven experience developing successful quantitative trading strategies is highly preferred, though not required

• Demonstrable experience leveraging forecasting and machine learning techniques, such as linear regression analysis, neural networks or other state-of-the-arts models

• Bachelor, Masters or PhD in Computer Science, Statistics, Physics, Mathematics (or related subject)

• Strong programming skills in C++/python in a Linux environment 

• Desire to work within a collaborative, team-driven, fast-paced environment

IMC is hiring a Quantitative Trader to focus on monetization research and back testing for high- to mid-frequency delta-one equity strategies. This role emphasizes research depth, systematic evaluation, and capital efficiency, partnering closely with quant researchers and engineers to turn signals into scalable, profitable trading strategies.

Based in Sydney, this role is ideal for candidates who excel at research-driven trading problems, large-scale data analysis, and rigorous performance validation. For exceptional candidates from top global trading firms, Hong Kong location may be considered.

Core Responsibilities

• Research and evaluate new trading signals and strategy ideas with a focus on monetization potential
• Design and run large-scale back tests to assess PnL, risk, capacity, and robustness
• Analyse transaction costs, market impact, and execution assumptions within back testing frameworks
• Optimize portfolio construction, capital allocation, and risk controls across strategies
• Work with engineers to improve back testing infrastructure, data quality, and research tooling
• Partner with live traders to ensure research assumptions align with real-world execution behaviour
• Drive strategies from research validation through production readiness

Skills & Experience

• Degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, Economics, or similar)
• 3+ years of experience in quantitative trading or monetization research, preferably in equities
• Strong experience with back testing frameworks, large datasets, and systematic performance evaluation
• Deep understanding of market microstructure, transaction costs, and scalability constraints
• Strong programming skills (Python/C++ strongly preferred); ability to write clean, research-grade code
• Rigorous, detail-oriented mindset with strong statistical intuition
• Experience at leading systematic or proprietary trading firms is a strong plus

IMC is seeking an experienced Quantitative Trader to focus on live trading operations and performance analysis for high to mid-frequency, delta-one equity strategies in APAC markets. Based in Hong Kong, this role sits close to production trading and is responsible for maximizing PnL through real-time monitoring, execution optimization, and rapid feedback loops between trading, research, and engineering.

This is a hands-on trading role with strong ownership of day-to-day strategy behaviour in live markets, requiring sound judgment under pressure and deep understanding of market microstructure.

Core Responsibilities

• Operate and oversee live high- to mid-frequency equity trading strategies across APAC markets
• Monitor intraday performance, risk, and execution quality; identify and act on anomalies in real time
• Analyse fills, slippage, adverse selection, and market impact to continuously improve execution outcomes
• Work closely with quant researchers to translate research ideas into robust, production-ready trading behaviour
• Partner with engineers to diagnose production issues, improve system stability, and enhance trading infrastructure
• Contribute to post-trade analysis, performance attribution, and feedback into strategy iteration
• Ensure strategies operate within defined risk limits and respond appropriately to changing market conditions

Skills & Experience

• Degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, Economics, or similar)
• 3+ years of experience in systematic equity trading, with direct exposure to live trading environments
• Strong understanding of market microstructure, order books, and execution dynamics in APAC markets
• Proven experience analysing execution quality, market impact, and intraday performance drivers
• Strong programming and data analysis skills (Python/C++ strongly preferred)
• Ability to make sound decisions under pressure and manage multiple live priorities simultaneously
• Excellent communication skills and a collaborative, team-oriented mindset

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

We are seeking a hands-on Senior Software Engineer to join our Market Access team to design and develop cutting-edge, high-performance systems that power our trading capabilities. 

As a senior engineer, you will: 

• Architect and Develop: Design, develop, and maintain high-performance C++ applications for trading systems, ensuring scalability, robustness, and low-latency performance. 
• Collaborate: Work closely with FPGA engineers, DevOps professionals, and other software engineers to deliver integrated solutions that meet the needs of our trading environment. 
• Code Excellence: Participate in code reviews, debugging, and rigorous optimization to ensure the delivery of high-quality, maintainable code. 
• Drive Architecture: Lead and contribute to architectural discussions, ensuring the evolution of our software systems aligns with business and technological goals. 
• Optimize Systems: Partner with system administrators and network engineers to fine-tune deployment environments for maximum efficiency and performance. 
• Mentor and Innovate: Mentor team members in best practices and contribute to the continuous improvement of our software development processes. 

Your Present Skillset 

• Expertise in C++ Development: Proven experience in modern C++ (C++11/14/17/20) and multithreaded, high-performance applications on Linux. 
• System Architecture: Demonstrated experience in system-level architecture design for trading or other performance-critical environments. 
• Optimization Techniques: Extensive experience with low-latency optimizations, profiling, and performance tuning. 
• Leadership: Previous experience as a people manager or technical lead, demonstrate examples of leading engineers on different projects
• Communication and Collaboration Skills: Strong ability to drive collaboration and work with cross-disciplinary teams, including FPGA engineers and network specialists. 
• Debugging and Tooling: Familiarity with advanced debugging tools and performance analysis techniques. 
• Financial Knowledge: Understanding of financial products and trading systems is preferred. 

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.

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

You will join the Security team, working closely with Software Engineers and Infrastructure teams to embed security into the design, development, and operation of systems across cloud services, business applications, and core infrastructure.

Requirements:

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 

• Building global and scalable Data Lakehouse solution used by multiple trading desks at QRT
• Contributing into software and infrastructure design and implementation in AWS cloud environment
• Developing data pipelines in Python using data libraries and cloud SDKs
• Data modelling within scope of Data Lake and OLAP - large volumes and highly concurrent data access
• Optimizing performance of the data lake as well as OLAP databases in cross-region environment
• Ensuring data completeness and quality across critical pipelines
• Build and support tailored data solutions for Quants and Traders

Your present skillset 

• 5+ year of experience and proven track record of building data platforms
• Python and SQL mastery are essential, C++ is a big plus
• Appetite to contribute into cloud infrastructure
• Ability to build a structured approach to problem-solving
• Independent and autonomous while still a strong team player
• Intellectual curiosity to learn rapidly
• Finance experience is highly desirable

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.

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:

As part of the next phase of QRT's development, we are rolling out hardware platforms to accelerate our trading systems. FPGA development will be at the heart of many of these systems with a focus on high frequency trading. 

We are looking for talented hardware engineers with a track record of achievement in any domain. You may have experience in finance and trading, but it is not essential. You enjoy solving complex system problems where hardware and software come together to provide high performance solutions. You will have the opportunity to work with the latest technologies and have your voice heard in this fast-paced firm. Working with trading teams, you will take ownership of:

• Translating trading ideas into the most appropriate solutions
• Develop RTL on the latest FPGAs with modern design flows
• Following through into production, analysing results and optimising

Your present skillset:

• At least 10+ years' of experience in a similar role; experience as a Technical Lead/ Manager is a plus
• Deep understanding of FPGA architecture leading to efficient designs
• Full lifecycle RTL development including automated verification
• Python scripting
• Working knowledge of C/C++ development
• Ability to see through complexity to identify simple solutions
• A realisation that good teamwork is essential to modern development

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. 

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 seeking pragmatic and commercially-oriented Reliability Engineers with strong C++ development skills to join our team. The ideal candidate will have a robust background in technology and a keen interest in solving business problems. This role is crucial for maintaining the reliability and performance of our systems, ensuring they meet the high standards required in the financial industry.

What you will do:

• Design, implement, and maintain scalable and reliable systems
• Monitor system performance and troubleshoot issues to ensure optimal operation
• Collaborate with development teams to improve system reliability and performance
• Develop and implement automation tools to streamline operations
• Ensure security and compliance standards are met
• Provide technical support and guidance to other teams

Requirements

• Proven experience in site reliability engineering or a similar role
• Strong understanding of system architecture and cloud technologies
• Proficiency in C++ development, with additional knowledge of Python or C# being a plus. 
• Experience with monitoring and logging tools
• Excellent problem-solving skills and attention to detail
• Ability to work in a fast-paced, dynamic environment
• Commercially oriented mindset with a focus on business outcomes
• Experience working on the buy side is a significant positive. 
• Experience with low latency order entry or market data systems is highly desirable. 
• Prior experience in the finance industry is preferred but not required. 

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.

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

• A key member of the QRT Crypto desk, building and enhancing the core technology stack for our systematic trading
• Building the front-office systems for algorithmic trading, including PMS, risk engine, reconciliation, and connectivity
• Working with traders and quants to roll-out, support, and automate 24/7 trading strategies
• Designing clean architecture and leveraging state of the art tools and components
• Bringing new ideas and experimenting with new technologies

Your present skillset

• 6-15 years’ professional experience
• Strong Python skills; C++ experience would be a plus
• Very high standards in code quality and good development practices
• Knowledge of real-time, robust, scalable and quantitative applications
• Ability to architect high-throughput end-to-end systems
• Strong team-player and communication skills
• Experience with DevOps, CICD (AWS advantageous)

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.

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.

We are looking for a developer with 3-12 years of experience in a quant trading environment to work directly with traders and quant researchers.

Your future role within QRT

• Key member to the success of high-frequency and low latency algo trading on APAC markets for Cash Equities and Futures markets
• Enrich and implement alpha and trading algorithms
• Implement specific market rules for the main Asian markets
• Collaborate with the traders and quant researchers on providing efficient research platform and tools

Your present skillset

• Computer Science degree or equivalent
• Strong C++ 20/23 development experience on a Linux environment
• Interest in solving technical problems, along with ability to implement robust resilient and flexible solutions
• Familiar with HPC in Cloud environment, good level of Python
• Good communication skills in a dynamic and international environment

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.

Application Timeline:

• Rolling applications, we review applications all year-round

Your future role within QRT

• Your core objective is to create high quality predictive signals.
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities.
• Share and discuss research results, methodology, data sets and processes with other researchers.
  
  

Your present skillset

• Pursuing an advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering.
• Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus.
• Capacity to multi-task in a fast paced environment while keeping strong attention to detail.
• Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#).
• Experience in exploring large datasets across multiple time frames is a plus.

THE CONDITIONS FOR UNDERTAKING A V.I.E  

- Be aged at least 18 but not yet 29 : you must be 28 or below when you start your assignment, bearing in mind that a V.I.E contract always starts on the 1st of the month.

- Be French or a European citizen. 

- Be in good standing with regard to the national service obligations of your country(ies) (defence ID n°).

- Have a clean criminal record.

- Be able to devote yourself full time to your assignment : no part-time work, entrepreneurship, studies or paid activity at the same time as your V.I.E.

- Accept the letter of appointment that you sign with Business France which sets out your rights and your duties during your assignment.

To apply please submit your details below and on https://mon-vie-via.businessfrance.fr/

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:

As part of the next phase of QRT's development, we are rolling out hardware platforms to accelerate our trading systems. FPGA development will be at the heart of many of these systems with a focus on high frequency trading. 

We are looking for talented hardware engineers with a track record of achievement in any domain. You may have experience in finance and trading, but it is not essential. You enjoy solving complex system problems where hardware and software come together to provide high performance solutions. You will have the opportunity to work with the latest technologies and have your voice heard in this fast-paced firm. Working with trading teams, you will take ownership of:

• Translating trading ideas into the most appropriate solutions
• Develop RTL on the latest FPGAs with modern design flows
• Following through into production, analysing results and optimising

Your present skillset:

• At least 10+ years' of experience in a similar role; experience as a Technical Lead/ Manager is a plus
• Deep understanding of FPGA architecture leading to efficient designs
• Full lifecycle RTL development including automated verification
• Python scripting
• Working knowledge of C/C++ development
• Ability to see through complexity to identify simple solutions
• A realisation that good teamwork is essential to modern development

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. 

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.

We have a variety of technology opportunities for our 2024 Campus Recruitment. Below are the responsibilities for each team. Throughout the interview process, we will share with you more info and discuss with you which team would be best fit for you, decide that at offer stage. When you submit your application, feel free to share with us your preference.

Application Timeline:

• Rolling applications, we review applications all year-round

Infra & Cloud Teams Responsibilities

• Intel CPU tuning deep dives including overclocking L3 cache configuration, or performance testing production code.

• Containerization with Kubernetes and monitoring using Grafana and Prometheus

• Testing and benchmarking new bleeding edge tech in our performance lab, with the view of releasing new technology into production that has a genuinely positive and measurable impact to the business.

• Building and supporting the tooling to allow our developers to spin highly available, scalable and secure cloud infrastructure on AWS

• Develop automation scripts to manage and maintain infrastructure using tools such as Terraform and CloudFormation

• Exposure to following technologies: Linux, RedHat, Python/C++ development, FPGA, Solarflare, git, Bash, SQL, Networks, AWS Cloud Computing, Network protocols, techniques and technologies, Terraform, Ansible, internal software engineering tools.

C++ Developer Responsibilities

• Developing our ultra-low latency trading system in C++ where we work down to nanosecond latencies and interact with low-level technologies like FPGA.

• Building out new large-scale data visualisation platforms and tools in Python using modern web tools and new data science concepts.

• Expanding and re-writing our GUI stack to incorporate new technologies

• Building out strategic new parts of our platforms using C#/C++/Python and various other technologies like a new risk engine that computes huge volumes of data in real time, and everything else in between.

• Exposure to following technologies: C++/C#/Python/React development, FPGA, AWS, distributed systems, Linux/Windows, etc. as well as internal software engineering tools.

Quantitative Developer Responsibilities

• Exposure to many aspects of electronic and algorithmic trading, backtesting, and data management systems

• Working with traders and quants to roll-out, support and run strategies

• Building and supporting new quantitative trading framework software

• Designing clean architecture and leveraging state of the art tools and components

• Bringing new ideas and experimenting with new technologies

What we are looking for:

• Penultimate year students or upcoming graduates studying for a degree (Bachelor’s, Master’s or PhD) in any STEM subject (computer science, physics, mathematics or any related engineering discipline) on track towards obtaining a 2:1 or above.

• Demonstrable passion for technology! Regardless of whether you have formal CompSci training or not – we are more interested in your achievements in related fields

• Pro-active and unafraid to ask questions. You can really have a huge impact here, improving our performance with suggestions and optimisations.

• Entrepreneurial approach and self-motivated.

THE CONDITIONS FOR UNDERTAKING A V.I.E  

- Be aged at least 18 but not yet 29 : you must be 28 or below when you start your assignment, bearing in mind that a V.I.E contract always starts on the 1st of the month.

- Be French or a European citizen. 

- Be in good standing with regard to the national service obligations of your country(ies) (defence ID n°).

- Have a clean criminal record.

- Be able to devote yourself full time to your assignment : no part-time work, entrepreneurship, studies or paid activity at the same time as your V.I.E.

- Accept the letter of appointment that you sign with Business France which sets out your rights and your duties during your assignment.

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collegially and collectively. In addition to professional progress, we offer initiatives and programs enabling employees to attain a healthy work-life balance.

To apply please submit your details below and on https://mon-vie-via.businessfrance.fr/.

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 seeking a Software Engineer to join our HPC Research Infrastructure team, responsible for building and evolving an in-house research platform that underpins quantitative research across the firm. The platform provides scalable, secure, and efficient access to high-performance compute and data, enabling researchers to run large-scale, compute-intensive pipelines with minimal friction. 

In this role, you will design and implement core platform components including APIs, backend services, and tooling to support job submission, scheduling, resource management, security, and observability across heterogeneous compute environments (on-prem and/or cloud). You will operate at the intersection of software engineering, distributed systems, and infrastructure, helping to deliver a robust, developer-friendly platform that enables research at scale and has company-wide impact. 

Responsibilities

• Collaborate closely with quantitative researchers, platform engineers, and other cross-functional teams to understand research workflows and translate them into scalable, reliable platform capabilities 
• Design, build, and maintain distributed services and APIs that manage compute workloads, data access, and execution lifecycles across HPC environments 
• Improve the usability, reliability, and performance of large-scale quantitative research workflows, with a strong focus on developer experience and operational excellence 
• Contribute to the design and implementation of scheduling, security, and observability solutions suitable for highly parallel, compute-heavy systems 
• Work with state-of-the-art infrastructure and modern software engineering practices to support massive compute pipelines and rapidly evolving research demands 
• Take ownership of complex technical problems, operating with a high degree of autonomy while making pragmatic trade-offs to deliver impact quickly and safely 

Your Present Skillset 

• BSc / MEng / PhD in Computer Science or a closely related field, or equivalent practical experience, with 5+ years of professional software development 
• Strong proficiency in at least one statically-typed programming language (e.g. C, C++, Java, Rust), with an interest in Go (prior experience welcome but not required). Experience with Python is a plus 
• Required: 5+ years of experience designing, implementing, and operating large-scale distributed systems in production environments 
• Preferred: Prior experience in quantitative finance or working closely with quantitative researchers and data-intensive workloads 
• Preferred Understanding of GPU programming models and performance considerations (e.g. CUDA, memory hierarchies, parallel execution), with exposure to ML frameworks such as PyTorch or TensorFlow 
• Solid understanding of systems concepts such as concurrency, performance, fault tolerance, and reliability 
• Comfortable working in fast-moving, rapidly evolving environments; proactive in learning new technologies and improving existing systems 
• Pragmatic engineering mindset, with a focus on delivering high-impact solutions while maintaining long-term platform health 

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.

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

• Design, develop, and maintain software solutions with clean, modern architecture
• Partner with front office to drive technical solutions around new trading initiatives
• Communicate with quants and traders regularly to deliver bespoke solutions
• Bring in new ideas and insights using data driven pipelines and analytics

Your present skillset

• 2-8 years of software development experience
• Solid experience in Python and core libraries such as Numpy, Pandas is a must
• Proven understanding of modern software architecture
• Strong computer science fundamentals
• Experience with Linux environments, Cloud Platforms (AWS preferred) and Containerized applications (Docker preferred)
• Experience with other programming languages such as Java, C++, C# is a plus, but not necessary
• Agility to work in a fast-paced environment with varying demands
• Strong team-player
• Strong communication skills essential
• Previous experience in finance is an advantage, but not a must

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.

We are looking for a senior C++ developer with proven experience supporting HFT.

Your future role within QRT

• You’ll play a pivotal role in enhancing the QRT market access systems, to meet the demands of low latency and high frequency trading
• You’ll work closely with the traders, researchers to understand the requirements and provide timely feedbacks and solutions
• You’ll work closely with Linux admin and network engineers, for optimal system set up and deployment
• You’ll work with exchanges and external vendors, to fully grasp the end-to-end flow and explore any potential improvements in time to market
• You’ll be part of the QRT Market Access team, enhancing and maintaining existing systems, that cover all main global markets and various asset classes including Equities, Derivatives, FX, Fixed Income, Commodities and Options

Your present skillset

• Expert skills in C++ and Linux platform.
• Proven experience in low latency optimization and tuning techniques.
• Proven experience in market access systems at a financial institution.
• Existing experience in Asia markets desirable
• Good knowledge of financial products desirable.
• Strong communication and interpersonal skills desirable

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.

#LI-DNI

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.

We are looking for an exceptional Software Engineer to be an integral member of the Core Platform team. We work closely with traders and risk managers to provide real time and end of day Pricing and Risk information for all trading activity within QRT. This position has high visibility across the business and exposure to all parts of the trading lifecycle. This position requires a commitment to effective problem solving, strong technical skills, good attention to detail and excellent communication skills.

Your future role within QRT

• Key member of the core technology team building and enhancing high throughput Linux based services
• Integrating and maintaining pricing models for trading and risk calculation within the core technology platform
• Potential to work with other services in the platform like order, trade, position managers, product reference and market data systems
• Working closely with pricing quants, quantitative developers, traders and operations staff to design and develop cutting-edge systems to keep QRT at the forefront of its field
• Working in primarily in C++ and Python
• Direct interaction with risk managers and trading desk

Your Present Skillset 

• 4+ years of experience of a front or middle office role
• Expert in low latency, high throughput Linux development using advanced C/C++, STL
• Key experience in designing and implementing multithreaded and distributed systems
• Experience working with pricing models is highly desirable
• Good knowledge of Equities, Futures, Options, Swaps asset classes highly desirable
• Good knowledge of execution lifecycles and instrument lifecycles (such as corporate actions, settlement, bond coupons, swap resets) is highly desirable
• Advanced knowledge of distributed network architecture
• Proficient with Linux / GCC development toolchain and Linux Red Hat OS is essential
• Experience with QT/WX/MFC GUI Frameworks nice to have.
• Team player with good communication skills

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.