Quantitative Developer
Hong Kong
We are looking for a skilled and driven Quantitative Developer to join a high-performing systematic trading group. This role is suited to someone with a strong engineering foundation, a curiosity for financial markets, and a desire to build scalable, low-latency trading infrastructure. You will collaborate closely with quantitative researchers and engineers to deliver robust systems that directly support live trading.
Key Responsibilities
- Build and enhance low-latency trading infrastructure, including market data pipelines, execution systems, and order management platforms.
- Continuously refine existing systems to improve speed, efficiency, and scalability.
- Maintain system stability and resilience through comprehensive testing, monitoring, and incident response.
- Contribute to code quality through reviews and adherence to best engineering practices.
- Explore and adopt new technologies to improve development workflows and system performance.
Requirements
- Masters degree in Computer Science, Engineering, or a related discipline.
- 5+ years of software engineering experience within financial markets (e.g. hedge funds, proprietary trading firms, or investment banks).
- Strong programming expertise in C++ and/or Python, alongside experience with databases such as SQL or KDB.
- Solid grounding in algorithms, data structures, and software architecture.
- Strong analytical thinking, attention to detail, and the ability to work effectively in a collaborative environment.
Desirable Experience
- Prior exposure to systematic or algorithmic trading systems.
- Familiarity with DevOps tooling and continuous integration / deployment pipelines.
- Experience supporting trading workflows, including risk systems and trade lifecycle troubleshooting.
- Knowledge of market data feeds and APIs (e.g. Bloomberg, Reuters, exchange-native protocols).
- Exposure to cloud platforms such as AWS or Azure.
- Understanding of machine learning techniques or data-driven modelling.