C++ Quant Trading Systems Engineer

Gravitas Recruitment Group (Global) Ltd; Hong Kong; On-site; HKD 900,000 - 1,400,000; Full time

Job summary

Gravitas Recruitment Group (Global) Ltd is seeking a highly capable Quant Developer to work with Quantitative Researchers and traders to design, develop, and optimize high-performance trading systems.

You will contribute to the full quantitative trading lifecycle, from strategy implementation and backtesting to live deployment and performance tuning, while building scalable data infrastructure in a low-latency environment.

Qualifications

• Master's degree or above in a relevant quantitative discipline.
• Strong programming skills in C++ (C++11+) and Python.
• Experience with Linux, multi-threading, network programming, and shell scripting.
• Solid understanding of software architecture, data structures, and algorithms.
• Interest in quantitative finance and trading concepts.
• Familiarity with high-frequency trading and data processing is a plus.

Responsibilities

• Design, develop, and optimize high-performance quantitative trading systems.
• Translate models from Quant Researchers into production-ready code, support backtesting and live deployment.
• Build and maintain data pipelines for high-frequency financial data.
• Develop AI-powered tooling and infrastructure to improve research and engineering efficiency.

Skills

C++

Python

Linux

Multi-threading

Network programming

Shell scripting

Education

Master's degree or above in a quantitative field

Job description

Gravitas Recruitment Group (Global) Ltd is seeking a highly capable Quant Developer to work with Quantitative Researchers and traders to design, develop, and optimize high-performance trading systems.

You will contribute to the full quantitative trading lifecycle, from strategy implementation and backtesting to live deployment and performance tuning, while building scalable data infrastructure in a low-latency environment.