Quant jobs / Qube Research & Technologies

Market Microstructure Researcher

A research role aimed at improving how high-frequency strategies connect to and interact with latency-sensitive exchanges. It mixes network analysis, experiments and data work.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Study exchange protocol and network captures for inefficiencies
Design experiments to raise fill rates
Automate performance metrics for exchange connectivity
Brief trading and research teams on exchange feature changes

What they ask for

Required

Python and time-series analysis
TCP/IP and Ethernet knowledge
Data analysis or low-level network engineering
Working with large datasets
Communication with trading teams

Preferred

Market microstructure and low-latency trading
Advanced networking and GNU/Linux

Education: Degree in computer science, engineering or a related field.
Experience: 5+ years in data analysis and/or low-level systems and network engineering
Languages and tools: Python
Markets: futures

How to prepare

Parse a packet capture of market data and measure message latency in Python
Learn how an exchange matching engine and order types work
Study queue position and fill probability models
Practise time-series analysis on tick data with nanosecond timestamps

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Qube Research & Technologies’s site before applying: requirements, location and pay can change after we check them.

View the posting on Qube Research & Technologies’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Qube Research & Technologies and doesn’t handle applications.