| Company | Global Hedge Fund |
| Company Info | Global Quantitative and systematic investment Manager. |
| Job Title | Quant Trading Algorithm Developer |
| Job Short Desc | Join a fast-paced trading environment where you’ll build high-performance algorithms, enhance alpha strategies, and collaborate directly with traders and researchers to drive low-latency execution across major Asian markets. |
| Salary | Variable based on experience |
| Locations | |
| Visa | Y |
| Job Summary | This role places you at the heart of a high-performance trading environment, working directly with traders and quantitative researchers to design, refine, and implement low-latency algorithms for leading Asian markets. You will enhance alpha strategies, integrate market-specific rules, and contribute to a robust research platform that supports rapid idea generation and testing. With strong C++ development across Linux systems, a solid grasp of Python, and an interest in high-performance computing, you will help deliver resilient, efficient, and scalable trading solutions in a dynamic, collaborative setting. |
| Criteria | | Develop high-frequency trading features | | Collaborate closely with quant researchers | | Optimize C++ systems for low latency (technology) |
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| Apply | Apply |