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

Pinpoint Asia; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Pinpoint Asia seeks a Low-Latency C++ Developer for a global quantitative trading firm in Hong Kong. You will design, develop, and optimize ultra-fast trading systems on Linux.

The role requires deep memory management skills and multi-threaded architecture at an elite level. You will profile code down to the nanosecond, troubleshoot production issues in real-time, and stay ahead by evaluating the latest industry trends.

Qualifications

• 3+ years of experience in financial trading (HFT / prop trading).
• Strong problem-solving, analytical thinking, and communication in English.
• Proficient in modern C++ with memory management and low-level optimization.
• Experience with multi-threaded, concurrent, high-performance distributed apps.
• Bachelor’s degree in CS, CE, or quantitative field.

Responsibilities

• Design, develop, optimize, and maintain low-latency trading systems on Linux.
• Profile and optimize code for throughput and hardware efficiency.
• Troubleshoot and resolve real-time production issues.
• Evaluate and integrate latest industry trends.

Skills

Modern C++

Low-latency

Multi-threading

Linux

Performance optimization

English communication

Education

Bachelor’s degree in CS/Engineering or quantitative field

Tools

GCC/Clang

Job description

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

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.