C++ Developer

Point One - Hedge Fund Talent; Hong Kong; On-site; HKD 600,000 - 1,000,000; Full time

Benefits offered by this job

Large-scale datasets

Substantial computing resources

Collaborative research environment

Job summary

Point One - Hedge Fund Talent is seeking a hands-on C++ Developer in Hong Kong to build high-performance market data infrastructure. You will work with quantitative researchers to transform market data into research inputs, ensuring accuracy and efficiency across backtesting and production systems.

The role emphasizes ownership of core research infrastructure, with concurrency optimization, data quality controls, and scalable pipelines.

Qualifications

• .Approximately 3–5 years of experience in quantitative development, research engineering or high-performance software engineering.
• .

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.

Skills

Modern C++

Performance optimization

Concurrency

Python

Data processing pipelines

Linux

Software engineering

CI/CD

Education

Advanced degree in CS/Engineering/Math/Physics

Tools

Linux profiling tools

CI/CD

Python tooling

Job description

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.

For more information contact:

Graham Murphy – [e-mail]