Market Microstructure Researcher

Responsibilities

• Analyse network and exchange protocol captures to identify inefficiencies and improve communication performance.
• Research exchange features, attend presentations, and communicate with exchange counterparts to gather insights.
• Reverse-engineer trading systems and design and conduct experiments to improve fill rates.
• Collaborate directly with trading and research teams to ensure best application of findings and direct PnL impact.
• Effectively work with large and robust datasets to identify and resolve inefficiencies in internal execution systems and exchange communication.

Requirements

• Degree in Computer Science, Engineering, or a related field.
• 5+ years of experience in data analysis and/or low-level systems and network engineering.
• Strong skills in Python and time-series analysis.
• Understanding of network protocols such as TCP/IP and Ethernet.

Nice to have

• Familiarity with market microstructure and low-latency trading.
• Advanced networking and GNU/Linux knowledge.

What the company offers

• Initiatives and programs to enable employees achieve a healthy work-life balance.