Our recently developed QQR-type integral screening is introduced in our Cholesky-decomposed pseudo-densities Møller-Plesset perturbation theory of second order (CDD-MP2) method. We use the resolution-of-the-identity (RI) approximation in combination with efficient integral transformations employing sparse matrix multiplications. The RI-CDD-MP2 method shows an asymptotic cubic scaling behavior with system size and a small prefactor that results in an early crossover to conventional methods for both small and large basis sets. We also explore the use of local fitting approximations which allow to further reduce the scaling behavior for very large systems. The reliability of our method is demonstrated on test sets for interaction and reaction energies of medium sized systems and on a diverse selection from our own benchmark set for total energies of larger systems. Timings on DNA systems show that fast calculations for systems with more than 500 atoms are feasible using a single processor core. Parallelization extends the range of accessible system sizes on one computing node with multiple cores to more than 1000 atoms in a double-zeta basis and more than 500 atoms in a triple-zeta basis.