Low-Latency C++ Developer, Global Quantitative Systematic Trading Firm - J12714

Pinpoint Asia; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Pinpoint Asia is seeking a high-caliber engineer to design, develop, and optimize low-latency trading systems in a cutting-edge global quant firm. You will work on Linux-based platforms, profiling code to microsecond/nanosecond levels and ensuring maximum throughput and hardware efficiency.

The role requires 3+ years in financial trading, strong English communication, and deep expertise in modern C++ with memory management and low-level optimization.

Qualifications

• Experience in financial trading space (HFT, proprietary trading, or liquid market-making).
• Strong problem-solver and communicator in English.
• Knowledge of memory management and low-level optimization.
• Proven experience in multi-threaded, concurrent, high-performance distributed architecture.
• Bachelor's degree or higher in CS/Engineering or a highly quantitative field.

Responsibilities

• Design, develop, optimize, and maintain low-latency trading systems on Linux.
• Profile and optimize code for maximum throughput and hardware utilization.
• Troubleshoot, debug, and resolve real-time production issues.
• Stay ahead of industry trends and evaluate new technologies.

Skills

Modern C++

Low-latency design

Linux

Multithreading

Performance optimization

English communication

Education

Bachelor's degree in CS/Engineering

Job description

Join a cutting-edge global quantitative systematic trading firm at the forefront of financial technology. The team comprises top-tier professionals dedicated to pushing the boundaries of electronic trading.

Responsibilities:

• Design, develop, optimize, and maintain critical low-latency trading systems using modern C++ on Linux platforms.
• Profile and optimize code down to the microsecond/nanosecond level for maximum throughput, efficiency, and hardware utilization.
• Troubleshoot, debug, and resolve real-time issues in mission-critical production environments.
• Stay ahead of the curve by evaluating and integrating the latest industry trends.

Requirements:

• A minimum of 3+ years of relevant experience within the financial trading space (HFT, proprietary trading, or liquid market-making).
• Problem-solver, analytical thinker, initiator, and great communicator (in English).
• Strong, deep proficiency in Modern C++ with a solid grasp of memory management and low-level optimization.
• Proven experience in multi-threaded, concurrent, and high-performance distributed application architecture.
• Bachelor's degree or higher in Computer Science, Computer Engineering, or a highly quantitative field.