We are seeking experienced C++ Quantitative Developers with solid expertise in quantitative trading environments to join our global technology-driven team based in Hong Kong. This is a full-time, high-impact role that will involve working directly with traders and quantitative researchers on the design and enhancement of low-latency trading strategies and infrastructure for APAC markets, specifically within Cash Equities and Futures.
Successful candidates will be directly involved in the development and enrichment of algorithmic trading strategies and alphas, implementation of specific market rules for the main Asian exchanges, and continual performance tuning of our high-frequency, low-latency trading systems. You'll play a key part in boosting trading capabilities through close collaboration with other skilled engineers, researchers, and trading professionals, delivering scalable and resilient solutions for a highly competitive market landscape.
The position requires a strong academic background in Computer Science or a related discipline. You should have 3 to 12 years of professional experience within a quantitative or systematic trading environment. A deep understanding of C++ (preferably standards C++20 or C++23) in a Linux environment is essential, alongside a demonstrable passion for writing high-performance code. Familiarity with High Performance Computing (HPC), particularly within a cloud infrastructure setting, is highly advantageous. Additionally, a working knowledge of Python is desirable to support scripting tasks and development workflows.
You must possess a strong problem-solving mindset with attention to detail and be capable of creating robust and flexible systems. Excellent communication skills are vital, as the role requires ongoing collaboration within a dynamic and multicultural team. This opportunity is ideal for those who thrive on innovation, enjoy solving complex technical challenges, and are motivated by delivering results in a fast-paced financial environment.