C++ Software Engineer, Derivative Trading

Charterhouse Partnership; Hong Kong; On-site; HKD 600,000 - 1,000,000; Full time

Job summary

Charterhouse Partnership in Hong Kong is helping an Asian hedge fund / leading investment bank to hire a C++ Derivatives Trading Engineer. You will design and develop high-frequency, low-latency trading engines for warrants and structured products, and optimize real-time data processing.

The role collaborates with quantitative researchers and traders to implement pricing models and robust risk management tooling, with a strong emphasis on performance and memory efficiency.

Qualifications

• 3+ years of professional software development experience focusing on modern C++ (C++17/C++20) within high-frequency trading (HFT) or investment banking.
• Strong foundation in low-latency programming, multi-threading, concurrency primitives, and custom memory management.
• Solid understanding of financial markets, particularly equity derivatives, options, or warrants pricing (e.g., Black-Scholes framework, Greeks calculation).
• Deep proficiency with Linux operating systems, network programming (TCP/UDP sockets), and scripting languages (Python or Bash).

Responsibilities

• Design and develop high-frequency, low-latency C++ trading engines and pricing libraries for warrants and structured products.
• Optimize multi-threaded applications for real-time market data processing, order routing, and exchange connectivity.
• Collaborate closely with quantitative researchers and traders to implement and accelerate complex derivative pricing models.
• Enhance risk management and position-keeping systems to handle high-volume volatility and rapid price movements safely.
• Conduct rigorous performance profiling, latency reduction, and memory optimization.

Skills

C++ (C++17/C++20)

Low-latency programming

Multi-threading

Financial derivatives pricing

Linux

Networking (TCP/UDP)

Python scripting

Education

Bachelor’s or Master’s degree in Computer Science, Financial Engineering, Mathematics, or related field

Tools

TCP/UDP sockets

Linux system programming

Job description

We are currently helping a Asian Hedge Fund / leading investment bank to look for C++ Derivatives Trading Engineer.

The ideal candidate should have at least 3 years of working experiences in C++ / Python development within the financial sector.

Key Responsibilities:

• Design and develop high-frequency, low-latency C++ trading engines and pricing libraries for warrants and structured products.
• Optimize multi-threaded applications for real-time market data processing, order routing, and exchange connectivity.
• Collaborate closely with quantitative researchers and traders to implement and accelerate complex derivative pricing models.
• Enhance risk management and position-keeping systems to handle high-volume volatility and rapid price movements safely.
• Conduct rigorous performance profiling, latency reduction, and memory optimization.

Required Skills & Qualifications:

• 3+ years of professional software development experience focusing on modern C++ (C++17/C++20) within high-frequency trading (HFT) or investment banking.
• Strong foundation in low-latency programming, multi-threading, concurrency primitives, and custom memory management.
• Solid understanding of financial markets, particularly equity derivatives, options, or warrants pricing (e.g., Black-Scholes framework, Greeks calculation).
• Deep proficiency with Linux operating systems, network programming (TCP/UDP sockets), and scripting languages (Python or Bash).
• Bachelor’s or Master’s degree in Computer Science, Financial Engineering, Mathematics, or a related quantitative field.