Market Data Developer - C++ | Hong Kong- Systematic Quant Firm

Summary

Our client is a leading tech-driven quant and systematic hedge fund trading with offices across the globe. They leverage deep knowledge in data, research, technology and trading to deliver high-quality returns. This opportunity offers a dynamic and fast-paced environment with excellent scope for career growth.

Looking for exceptional engineers with a solid programming background in modern high performance C++ to join a new team focused on building a market data architecture for low-latency trading. All greenfield work, in a small and highly collaborative team, you'll build robust infrastructure, drive new initiatives and lead projects.

The ideal candidate will have a background in creating scalable and performant tick data platforms to support HFT.

Requirements

• 4+ years' experience developing low latency / high performance modern C++
• Experience with market data is highly desirable
• Good understanding of Linux internals, kernel bypass and low-level profiling / tuning
• Knowledge of C++ optimisation techniques
• Fantastic communication and teamwork skills, keen to build a strong engineering culture

Desirable

• Scripting skills in Bash or Python
• Project leadership and stakeholder management experience

Benefits

• Great opportunity to be part of a collaborative, creative environment where you can feel valued for your input
• Competitive salary + generous benefits
• Professional and personal development
• Relaxed, casual culture, with a healthy work-life balance

Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.

Contact
If you would like to know more about this position, please do not hesitate to get in touch!

Mike McLoughlin
[email protected]
linkedin.com/in/michaelmcloughlin00