C++, HFT, Algo Trading, Low Latency, Quant Finance
McGregor Boyall are partnered with a leading quantitative investment manager hiring across multiple teams in Hong Kong and Singapore.
The roles involve building high-performance components for their systematic trading platform, working with advanced concurrency patterns and lock-free data structures. You'll be optimizing critical paths where microseconds matter, implementing sophisticated order execution algorithms, and collaborating with quants to deploy new trading strategies.
Their stack leverages cutting-edge HPC techniques for market data processing and order management. They are using highly modern C++: custom allocators, zero-copy messaging, and SIMD optimization. You'll work directly with quants to translate mathematical models into production trading systems and see the impact of your code on alpha generation.
Areas currently hiring:
- Market Access
- Trade Execution
- Electronic Market Making
- Crypto
In addition to the salary advertised, the fund also offers highly competitive bonuses and can provide relocation support to overseas applicants
Requirements:
- Excellent C++ programming ability - you will be working with modern versions of the language (17+) hosted on linux and with a focus on latency and performance
- Prior financial services experience essential - the ideal candidates will be working in quant finance, buyside tech or for a leading investment bank or asset manager
- Solid understanding of computer science fundamentals such as algorithms and data structures
- Understanding and experience with computer-based trading (systematic, algo, HFT etc)
Nice to have:
- Masters degree or higher in STEM subject
- Direct experience working in Market Making, eTrading, Pricing, Risk and Equity Trading teams
- Python
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
