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Gravitas Recruitment Group (Global) Ltd in Hong Kong seeks a Quantitative Developer with strong C++ multithreading to help shape a high-frequency trading platform and deliver low-latency market access globally. You will design, implement, and manage a trade system across asset classes with a hands-on approach.
The role requires 5+ years in investment strategy across global markets, proven leadership, and the ability to mentor software teams while ensuring robust testing and reliability in a
Our client is seeking a Quantitative Developer with strong proficiency in C++ multithreading, with a proven record in delivering high-quality returns. Must have at least 5+ years’ experience in investment strategy across global financial markets in multiple asset classes.
In this role, you will demonstrate your ability by working in a team of like-minded individuals to shape and improve a high-frequency trading platform. By doing so, your work should help to enable a lowered latency when accessing markets globally, delivered through strong technical direction and possible team leadership.
Role Overview
As a quantitative developer working within this company, you will be responsible for the design, implementation and ongoing management of a trade system for both traditional asset classes and alternative ones. This would amongst others achieve and deliver business-critical capabilities in a fast-paced and changing environment. leading and managing a global team of developers, you will be expected to work with a hands-on approach, using your experience and knowledge to drive the best results.
Key Skills + Experience:
Required Technical Qualifications, Skills, Experience