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

Pinpoint Asia; Hong Kong; On-site; HKD 900,000 - 1,100,000; Full time

Job summary

Pinpoint Asia is recruiting for a cutting-edge global quantitative trading firm. The role focuses on designing, developing, and maintaining low-latency trading systems in C++ on Linux, with emphasis on microsecond-level optimization and real-time production stability.

Ideal candidates bring 3+ years in financial trading, strong English communication, and deep expertise in modern C++, memory management, and distributed high-performance architectures.

Qualifications

• 3+ years of experience in financial trading space (HFT/proprietary trading/liquid market-making).
• Strong communication in English and problem-solving skills.
• Proficient in modern C++ with memory management and low-level optimization.
• Experience in multi-threaded, high-performance distributed architectures.

Responsibilities

• Design, develop, optimize, and maintain low-latency trading systems on Linux using C++.
• Profile and optimize code to achieve microsecond/nanosecond level throughput.
• Troubleshoot and resolve real-time issues in production environments.
• Evaluate and integrate the latest industry trends to stay ahead.

Skills

Modern C++

Memory management

Low-latency optimization

Multi-threading

Education

Bachelor’s degree in CS/CE or quantitative field

Tools

Linux

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.