Python Engineer – Market Microstructure Tooling
Qube Research & Technologies · Wrocław
mid
python
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Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a group driven by technology and data, 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 work on systems and tooling at the intersection of trading infrastructure and market microstructure. The role focuses on building data pipelines, analytics and libraries that support execution analysis and improve trading performance. You will operate close to the trading stack, working with high resolution datasets and contributing to both research and production systems.
Your future role within QRT
Analyse trading behaviour across venues to identify execution inefficiencies and improve latency and fill performance
Develop Python libraries, data pipelines and tooling to process exchange protocols, order flow and large scale trading data
Build analytical frameworks, metrics and monitoring tools to evaluate execution quality and system performance
Contribute to production systems supporting live trading, including data validation, pipeline reliability and real time monitoring
Collaborate with stakeholders to translate analytical insights into measurable improvements in execution performance
Work with research and infrastructure teams to support ongoing development of execution analysis and market behaviour understanding
Your present skillset
Degree in Computer Science, Engineering, Mathematics or a related quantitative field
7+ years of professional experience in Python development, building libraries, data platforms or analytical tooling
Strong experience working with large scale and time series datasets using tools such as NumPy and Pandas
Solid SQL knowledge and experience working with analytical databases
Strong problem solving skills with the ability to investigate complex data and system behaviours
Ability to translate analytical or trading related problems into robust engineering solutions
Experience working in Linux environments and applying software engineering best practices such as testing, version control and continuous integration
Strong communication skills with the ability to collaborate across technical and non technical stakeholders
Familiarity with financial markets, electronic trading or execution analysis
Exposure to network protocols, packet analysis or performance optimisation techniques is beneficial
Experience with lower level programming languages such as C, C++ or Rust is 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.
Posted 2026-05-08