Low-Latency C++ Software Engineer for Trading Systems

Quantbox Research; Hong Kong; On-site; HKD 420,000 - 700,000; Full time

Benefits offered by this job

4 Weeks of paid vacation

Medical insurance

International team outings

Job summary

Quantbox Research in Hong Kong seeks multiple Software Developers to join its Core Engineering group, building an in-house low-latency software stack for alpha research and electronic market-making across exchanges.

Ideal candidates have strong C++ skills, a solid foundation in data structures and OS concepts, experience with Linux, and a collaborative mindset to work with quantitative traders and researchers in a fast-paced environment.

Qualifications

• Bachelor's, Master's or PhD in CS, math or related fields.
• Strong proficiency in C++, OO design, and GDB.
• Solid understanding of data structures and algorithms.
• Experience with TCP/IP network programming and concurrent/multi-threaded programming.
• Familiarity with Linux/Unix and operating systems concepts.
• Excellent problem-solving and communication skills.

Responsibilities

• Design, develop, and test proprietary software, including latency-critical components.
• Build low-latency, high-throughput exchange connectivity layers.
• Develop distributed backtesting and simulation systems handling large data.
• Create real-time risk management and analysis tools.
• Collaborate with other developers, quant researchers and traders in cross-functional teams.

Skills

C++

OO design

Data structures

Algorithms

TCP/IP

Concurrency

Linux/Unix

GDB

Problem-solving

Communication

Education

Bachelor's degree in CS/related field

Tools

GDB

Job description

Quantbox Research in Hong Kong seeks multiple Software Developers to join its Core Engineering group, building an in-house low-latency software stack for alpha research and electronic market-making across exchanges.

Ideal candidates have strong C++ skills, a solid foundation in data structures and OS concepts, experience with Linux, and a collaborative mindset to work with quantitative traders and researchers in a fast-paced environment.