Market Microstructure Researcher
other jobs eFinancialCareers
Added before 2 Days
- England,London,City of London
- Full Time, Permanent
- Competitive salary
Job Description:
Market Microstructure Researcher - Execution Optimisation
Location: Zurich
Our client is a renowned hedge fund operating across major liquid asset classes. They are seeking a Market Microstructure Researcher to join their high-performance trading technology group. In this role, you will analyse network and exchange protocols, automate performance metrics, and lead experiments to optimise trading behaviour on latency-sensitive exchanges. This position places you at the core of high-frequency trading, where microseconds matter and technical insight directly impacts trading performance.
Your background will ideally include 5+ years of experience in data analysis, low-level systems engineering, or network engineering. You will bring strong skills in Python, time-series analysis, and network protocols, paired with familiarity with market microstructure and low-latency trading environments. Experience with exchange connectivity, high-performance Linux systems, and real-time monitoring tools will support success in this role.
Key Responsibilities
* Analyse network and exchange protocol captures to identify inefficiencies and enhance communication performance
* Research exchange behaviours and features, engage with exchange representatives, and gather insights from technical sessions
* Reverse-engineer trading systems and run experiments to optimise execution and improve fill rates
* Collaborate closely with trading and research teams to apply findings and deliver direct PnL impact
* Work with large, complex datasets to diagnose inefficiencies in internal execution systems and exchange interactions
Key Requirements
* Degree in Computer Science, Engineering, or a related field
* 5+ years of experience in data analysis, low-level systems, or network engineering
* Strong Python skills and experience with time-series data analysis
* Solid understanding of network protocols such as TCP/IP and Ethernet
* Familiarity with market microstructure and low-latency trading
* Advanced networking and Linux systems expertise is a strong plus
Location: Zurich
Our client is a renowned hedge fund operating across major liquid asset classes. They are seeking a Market Microstructure Researcher to join their high-performance trading technology group. In this role, you will analyse network and exchange protocols, automate performance metrics, and lead experiments to optimise trading behaviour on latency-sensitive exchanges. This position places you at the core of high-frequency trading, where microseconds matter and technical insight directly impacts trading performance.
Your background will ideally include 5+ years of experience in data analysis, low-level systems engineering, or network engineering. You will bring strong skills in Python, time-series analysis, and network protocols, paired with familiarity with market microstructure and low-latency trading environments. Experience with exchange connectivity, high-performance Linux systems, and real-time monitoring tools will support success in this role.
Key Responsibilities
* Analyse network and exchange protocol captures to identify inefficiencies and enhance communication performance
* Research exchange behaviours and features, engage with exchange representatives, and gather insights from technical sessions
* Reverse-engineer trading systems and run experiments to optimise execution and improve fill rates
* Collaborate closely with trading and research teams to apply findings and deliver direct PnL impact
* Work with large, complex datasets to diagnose inefficiencies in internal execution systems and exchange interactions
Key Requirements
* Degree in Computer Science, Engineering, or a related field
* 5+ years of experience in data analysis, low-level systems, or network engineering
* Strong Python skills and experience with time-series data analysis
* Solid understanding of network protocols such as TCP/IP and Ethernet
* Familiarity with market microstructure and low-latency trading
* Advanced networking and Linux systems expertise is a strong plus
Job number 3461406
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