C++ Developer

Point One - Hedge Fund Talent; Hong Kong; Presencial; HKD 600 000 - 1 100 000; Tempo integral

Resumo da oferta

Point One - Hedge Fund Talent in Hong Kong is seeking a C++ Developer to help build high-performance market data infrastructure for quantitative research and live trading. You will work closely with researchers and engineers on scalable systems and ensure data quality.

The role emphasizes efficiency, accuracy, and ownership of core research infrastructure, with opportunities to shape production systems and contribute to testing, deployment and monitoring across Linux environments.

Qualificações

• 3–5 years of experience in quantitative development or high-performance software engineering.
• Strong expertise in modern C++, performance optimization, memory management and concurrency.
• Experience with streaming and time-series processing.
• Familiarity with Linux profiling tools, testing and CI/CD practices.
• Degree in CS, engineering, math, physics, or related quantitative field.

Responsabilidades

• Design and maintain high-performance C++ pipelines for market data.
• Develop Python tooling to support research workflows.
• Ensure data integrity and numerical accuracy across backtests and live trading.
• Collaborate with researchers and engineers to implement scalable infrastructure.
• Profile, test, deploy, and monitor systems for reliability.

Conhecimentos

Modern C++

Python

Data pipelines

Streaming data

Concurrency

Linux profiling

Formação académica

Advanced degree in Computer Science / Mathematics / Physics

Ferramentas

CI/CD

Python tooling

Linux

Descrição da oferta de emprego

A leading global hedge fund is seeking a C++ Developer to join its team in Hong Kong. This is a hands-on engineering role focused on developing high-performance market data infrastructure that supports quantitative research and live trading. Strong modern C++ experience is essential.

The successful candidate will work closely with quantitative researchers and engineers to build scalable systems that transform historical and real-time market data into reliable research inputs. The position offers ownership of core research infrastructure, with a strong emphasis on computational efficiency, data quality and consistency between backtesting and production.

Key Responsibilities

• Design, develop and maintain high-performance C++ pipelines for processing historical and streaming tick data.
• Implement efficient incremental calculations across large datasets and instrument universes.
• Ensure research inputs use only information available at the relevant point in time, preventing look-ahead bias.
• Maintain consistent calculation results across historical simulations and live trading systems.
• Build flexible, reusable components that enable researchers to develop and introduce new features efficiently.
• Improve resilience to missing data, erroneous ticks and other market data quality issues.
• Profile and optimise system performance, memory usage and concurrency in a Linux environment.
• Own testing, deployment, monitoring and ongoing operational reliability.
• Develop Python tooling to support research workflows and integration with the wider research environment.

Requirements

• Approximately 3-5 years of experience in quantitative development, research engineering or high-performance software engineering.
• Strong expertise in modern C++, including performance optimisation, memory management and concurrent programming.
• Proficiency in Python for research tooling, data analysis and integration.
• Experience building and maintaining scalable data processing or computational pipelines.
• A solid understanding of streaming data, time-series processing and incremental algorithms.
• Strong attention to numerical accuracy, data integrity and software correctness.
• Experience working with historical or real-time financial market data is advantageous.
• Familiarity with Linux profiling tools, automated testing and CI/CD practices.
• An advanced degree in Computer Science, Engineering, Mathematics, Physics, Statistics or a related quantitative discipline, with a strong academic record.
• Strong problem-solving and communication skills, with the ability to collaborate closely with researchers and take ownership of production systems.

The role offers highly competitive, performance-driven compensation, access to substantial computing resources and large-scale datasets, and the opportunity to shape infrastructure directly supporting research and trading.