Quant

Quantitative Developer ( C++)

Job ID: #

Trading System Development & Optimization:
Lead the design, development, and enhancement of trading system interfaces and infrastructure.
Optimize system performance, focusing on low-latency execution, network programming, and database efficiency.
Maintain and upgrade existing trading platforms to ensure reliability and scalability.
Research & Data Pipeline Engineering:
Build and manage robust data processing pipelines for strategy simulation and alpha generation.
Develop tools for real-time data analysis, backtesting, and quantitative research.
Implement high-performance computing solutions to maximize efficiency in large-scale financial data processing.
Collaboration & Innovation:
Work closely with quant researchers and traders to translate strategies into executable trading logic.
Continuously explore and integrate emerging technologies to enhance trading infrastructure.

Industry

Location:

Singapore/Hongkong/Shanghai/Beijing

Company Size:

Job Type:

Full Time

Date:

Technical Expertise:
Strong proficiency in C++ (essential) and experience with other high-level languages (Python, Java, etc.).
Hands-on experience with low-latency systems, multithreading, and high-frequency trading (HFT) infrastructure.
Familiarity with real-time data streaming (e.g., Kafka, WebSockets) and large-scale data processing (SQL, NoSQL, distributed computing).
Industry Knowledge:
Background in financial technology (FinTech), algorithmic trading, or quantitative finance preferred.
Understanding of market microstructure, order execution, and trading protocols (FIX, proprietary APIs).
Soft Skills:
Problem-solving mindset – ability to troubleshoot and optimize under tight latency constraints.
Self-motivated & analytical – thrives in fast-paced, data-driven environments.

Bachelor’s/Master’s in Computer Science, Engineering, or a related quantitative field.
2-5 years of experience in trading systems development, preferably in HFT, hedge funds, or proprietary trading firms.