Market Microstructure Researcher
On-site · London, England, United Kingdom
Job Summary
Market Microstructure Researcher to optimize exchange connectivity and interaction for high-frequency trading strategies. Analyze 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 experiments to improve fill rates; collaborate with trading and research teams to ensure best application of findings and direct PnL impact; work with large datasets to identify and resolve inefficiencies in internal execution systems and exchange communication; require degree in CS/engineering, 5+ years of data-analysis or low-level systems experience, and strong Python/time-series skills; knowledge of TCP/IP and Ethernet is essential; familiarity with market microstructure and low-latency trading is a plus; advanced networking and GNU/Linux knowledge are a plus.
Required Qualifications
- 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
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