| Company | Global Hedge Fund |
| Company Info | Global Quantitative and systematic investment Manager. |
| Job Title | Quantitative Trading Software Engineer |
| Job Short Desc | Develop and optimise high-frequency, low-latency trading systems across APAC markets. Work alongside traders and quantitative researchers to implement alpha algorithms, market rules, and efficient research tools in a dynamic environment. |
| Salary | Variable based on experience |
| Locations | |
| Visa | Y |
| Job Summary | In this role, you will work directly with traders and quantitative researchers to develop and maintain high-frequency, low-latency trading systems for APAC markets. You will implement alpha and trading algorithms, enforce market-specific rules, and build efficient research platforms and tools. The position requires strong C++ 20/23 development experience in Linux, familiarity with high-performance computing in cloud environments, and proficiency in Python. You will contribute to a collaborative, international team, solving complex technical challenges while delivering robust, resilient, and flexible solutions that support advanced algorithmic trading strategies. |
| Criteria | | Implement and optimise high-frequency trading algorithms | | Collaborate with traders and quant researchers | | Develop resilient C++ solutions on Linux systems |
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| Apply | Apply |