$150K to $250K a year as published by the employer
Applications are completed on the employer's own site.
A hands-on engineering role focused on designing and building scalable systems for reference data management, regulatory reporting, and front-office analytics within a financial trading 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.
You will join QRT’s Data team as a Software Engineer, working at the intersection of engineering, trading, and research. Your focus will be on delivering scalable systems for reference data management, regulatory and external reporting, and front-office analytics. This role offers direct visibility across the business and the opportunity to collaborate with stakeholders across Execution, Engineering, and Research teams. Every project you work on will contribute to operational efficiency and trading decision-making.
Your future role within QRT
This is primarily a hands-on engineering role (approximately 80% development), with a smaller component (approximately 20% support and system ownership) focused on maintaining robustness, reliability, and data quality in production.
You’ll work closely with trading, research, risk, and operations teams, gaining strong exposure to the business while building scalable, high-performance systems.
Designing and building scalable, high-performance systems for trade and position lifecycle management
Developing solutions to automate lifecycle events such as corporate actions, expiries, and cash flows across asset classes
Building and maintaining high-quality reference data platforms used across trading and research
Delivering real-time and end-of-day reporting pipelines for internal and external stakeholders
Ensuring data accuracy, integrity, and consistency across systems and workflows
Contributing to system validation, controls, and operational robustness, including alignment with brokers and fund administrators
Collaborating closely with stakeholders to translate business needs into reliable technical solutions
Writing well-tested, maintainable code and contributing to CI/CD and deployment pipelines
Supporting production systems and continuously improving reliability, monitoring, and performance
Your present skillset:
5–10 years of software engineering experience, ideally in a high-performance or data-intensive environment
Strong programming skills in Python (experience with C# is a plus)
Solid understanding of software design, architecture, and scalable systems
Experience working with SQL and relational databases
Familiarity with testing frameworks and CI/CD practices
Domain experience (one or more is valuable, not required). We’re interested in engineers with exposure to financial markets, particularly:
Market structure and exchange-specific behaviour
Deep expertise in a single asset class is not required—but an interest in learning and working in a trading environment is important.
Nice to have
Experience building systems in a quantitative trading or financial environment
Strong problem-solving skills with a focus on performance, scalability, and data quality
Ability to operate in a high-impact, fast-paced environment with evolving requirements
Clear communication skills and a collaborative mindset
Base salary range for this position is $150,000 to $250,000 per year.
QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.
Qube Research & Technologies is a global quantitative and systematic investment manager operating in all liquid asset classes.