The posting
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
- Play a key role in 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 quantitative researchers on providing efficient research platform and tools.
Your present skillset
- 1-9 years’ professional experience
- Advanced skills in one or several programming languages
- Strong Python skills
- Very high standards in code quality and good development practices
- Knowledge of real-time systems, high performance computing and quantitative applications an advantage
- Strong team-player
- Experience working within a mature CI/CD process, DevOps experience
- Strong communication skills
- C++ or C# experience would be an asset



