C++ Quant Developer - Equity Derivatives, Low-Latency

Charterhouse Partnership; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Charterhouse Partnership is seeking a C++ Quantitative Developer to join a team building a systematic volatility execution platform for APAC markets, with equity derivatives exposure in Hong Kong.

You will work with researchers and traders across the globe to turn trading ideas into robust, low-latency production systems covering market making, pricing, risk controls, market-data handling and connectivity.

Qualifications

• Strong C++ programming skills for latency-sensitive trading systems.
• Understanding of equities or index options markets is essential.
• Experience building or contributing to electronic trading platforms.

Responsibilities

• Design, build and maintain core parts of a systematic volatility execution platform across APAC.
• Write fast, reliable C++ for latency-sensitive trading environments.
• Build market making, pre-trade and real-time risk checks, order controls and market-data handling.
• Work with quants and traders to turn models and execution requirements into production-quality software.
• Own the full development lifecycle, from design through testing, deployment, monitoring and optimization.
• Analyze trading and market data to improve execution quality, and investigate latency, connectivity, pricing and production issues.
• Use modern tooling, including AI-assisted development, to improve productivity, code quality and testing.

Skills

C++

Low-latency

Equities markets

Job description

Charterhouse Partnership is seeking a C++ Quantitative Developer to join a team building a systematic volatility execution platform for APAC markets, with equity derivatives exposure in Hong Kong.

You will work with researchers and traders across the globe to turn trading ideas into robust, low-latency production systems covering market making, pricing, risk controls, market-data handling and connectivity.