Low-Latency Quant Developer - Global Trading Platform

Selby Jennings; Hong Kong; On-site; HKD 1,177,000 - 1,805,000; Full time

Job summary

Selby Jennings represents a rapidly growing quantitative hedge fund seeking a Quantitative Developer to join the Core Trading Team in Hong Kong or Shanghai. You will bridge research and production, owning development, deployment, and optimization of trading infrastructure across global markets.

You will work with traders and researchers to implement systematic strategies in production, build high-throughput, low-latency systems, and own end-to-end trading rollout initiatives with market

Qualifications

• 5+ years of professional software engineering or quantitative development experience.
• Strong programming skills in both C++ and Python.
• Solid understanding of distributed systems, concurrency, networking, and performance optimization.
• Experience with low-latency, high-performance, or mission-critical production systems.
• Hands-on experience debugging and supporting production systems.

Responsibilities

• Design, develop, and maintain core components of our global trading platform and execution infrastructure.
• Partner closely with traders and quantitative researchers to implement, deploy, and optimize systematic trading strategies in production.
• Build and enhance automated trading systems capable of operating in high-throughput, low-latency environments.
• Own end-to-end trading rollout initiatives, including market onboarding, production deployment, and execution monitoring.
• Develop tools and frameworks to improve execution quality, trading reliability, and operational efficiency.
• Investigate and resolve live trading issues, including order management, exchange connectivity, market data, liquidity constraints, and other production-related challenges.
• Optimize trading workflows based on market microstructure, exchange rules, transaction costs, and real-world execution constraints.
• Contribute to the design and implementation of trading risk controls and monitoring systems.
• Collaborate with global engineering teams to continuously improve performance, scalability, and robustness of trading infrastructure.
• Capture and systematize trading and operational knowledge into reusable frameworks and best practices.

Skills

C++

Python

Low-latency

Distributed systems

Performance optimization

Job description

Selby Jennings represents a rapidly growing quantitative hedge fund seeking a Quantitative Developer to join the Core Trading Team in Hong Kong or Shanghai. You will bridge research and production, owning development, deployment, and optimization of trading infrastructure across global markets.

You will work with traders and researchers to implement systematic strategies in production, build high-throughput, low-latency systems, and own end-to-end trading rollout initiatives with market