Quantitative Developer - PnL Reporting and Trading Analytics

London

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 QRT’s 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.

Your future role within QRT

We are seeking a skilled C++/Python Quant Developer to focus on PnL reporting and trading analytics. The role involves developing and maintaining PnL reporting pipelines, ensuring accuracy, scalability, and performance. You will also contribute to the development and optimization of the trading system, working closely with cross-functional teams to deliver high-quality solutions that meet business needs.

This role requires expertise in both C++ for performance-critical components and Python for building flexible tools and pipelines to process, analyse, and report PnL data effectively.

• Design, implement, and maintain PnL reporting and trading analytics features, ensuring accuracy and clarity for diverse stakeholders.
• Enhance and support C++ trading system components, implementing new features while ensuring robust system performance.
• Build and maintain Python-based tools for data processing, PnL / trading analytics, and reporting workflows.
• Optimize data pipelines for efficient handling of large-scale financial data across instruments, regions, and strategies.
• Debug and resolve issues in real-time systems, minimizing downtime and ensuring reliable reporting.
• Collaborate with quantitative researchers and traders to provide actionable insights through well-designed reporting solutions.
• Perform rigorous testing of code changes to ensure seamless integration into existing systems and prevent regressions.
• Develop robust, maintainable code following best practices in software engineering and quantitative development.
• Strong experience with both C++ and Python, particularly in performance-critical and data-driven applications.
• Deep understanding of PnL reporting and trading analytics concepts, including transaction cost analysis and financial instrument performance.
• Proven ability to work with large, complex codebases in trading systems or similar environments.
• Strong analytical and debugging skills, with a focus on identifying and resolving bottlenecks in data pipelines and systems.
• Familiarity with financial instruments (e.g., stocks, futures, bonds) and market data workflows.
• Experience with databases (SQL or NoSQL) for data storage and retrieval in reporting workflows.
• Strong understanding of software engineering practices, including version control (e.g., Git) and Agile methodologies.
• Bachelor’s degree in Computer Science, Engineering, Finance, or a related field.

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.

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