Low-Latency C++ Developer, Global Quantitative Systematic Trading

Low-Latency C++ Developer, Global Quantitative Systematic Trading Firm - J12714 (Hong Kong)

Join a cutting-edge global quantitative systematic trading firm at the forefront of financial technology. The team comprises top-tier professionals dedicated to pushing the boundaries of electronic trading.

Responsibilities:

- Design, develop, optimize, and maintain critical low-latency trading systems using modern C++ on Linux platforms.

- Profile and optimize code down to the microsecond/nanosecond level for maximum throughput, efficiency, and hardware utilization.

- Troubleshoot, debug, and resolve real-time issues in mission-critical production environments.

- Stay ahead of the curve by evaluating and integrating the latest industry trends.

Requirements:

- A minimum of 3+ years of relevant experience within the financial trading space (HFT, proprietary trading, or liquid market-making).

- Problem-solver, analytical thinker, initiator, and great communicator (in English).

- Strong, deep proficiency in Modern C++ with a solid grasp of memory management and low-level optimization.

- Proven experience in multi-threaded, concurrent, and high-performance distributed application architecture.

- Bachelor’s degree or higher in Computer Science, Computer Engineering, or a highly quantitative field.

If this outstanding opportunity sounds like your next career move, please send your resume in Word format to Saswiko KJ at resume(at)pinpointasia(dot)com and put Low-Latency C++ Developer, Global Quantitative Systematic Trading Firm - J12714 in the subject header. Data provided is for recruitment purposes only.