Quant Developer C++

Selby Jennings; Hong Kong; On-site; HKD 1,000,000 - 1,600,000; Full time

Job summary

Selby Jennings is assisting a leading cryptocurrency trading firm in Hong Kong to hire a Quantitative Developer. You will design ultra-low-latency systems, work with researchers and traders, and help expand the firm's quantitative trading infrastructure.

The role focuses on delivering high-performance, production-grade systems across CPU, GPU, and FPGA environments, with a strong emphasis on reliability and scalability.

Qualifications

• Bachelor’s, Master’s, or PhD in a quantitative field such as CS/Engineering/Math/Physics.
• Strong C++ and Python software development experience.
• Excellent understanding of algorithms, data structures, systems programming, and parallel computing.
• Experience building high-performance, distributed, or latency-sensitive systems.
• Familiarity with Linux, networking, infrastructure, or hardware optimisation is advantageous.
• Exposure to quantitative finance or digital assets is beneficial but not essential.
• Strong analytical and problem-solving skills with ownership and curiosity.

Responsibilities

• Design, build, and maintain ultra-low-latency, high-throughput systems that support quantitative research and live trading.
• Optimise and scale existing trading and research infrastructure to improve performance, reliability, and efficiency.
• Develop new tools, services, and platform capabilities to support the firm's continued growth.
• Automate infrastructure provisioning, deployment, and monitoring across distributed computing environments.
• Work with heterogeneous compute resources, including CPU, GPU, and FPGA architectures.
• Partner closely with quantitative researchers to translate research into robust, production-ready systems.
• Build and maintain simulation, testing, and benchmarking frameworks to ensure accuracy, reproducibility, and resilience.
• Drive performance improvements across the full technology stack, including software, networking, operating systems, and hardware.

Skills

C++

Python

Education

Bachelor's/Master's/PhD in CS/Engineering/Math/Physics or related quantitative field

Tools

Linux

Job description

We are working with a leading cryptocurrency trading firm in Hong Kong seeking a Quantitative Developer to join its growing team.

The firm operates with a lean team of engineers, researchers, and traders from leading Silicon Valley technology companies, global financial institutions, and top quantitative trading firms.

This is an opportunity to join a high-performing environment where technology sits at the core of the business. You will work closely with researchers and traders to enhance, optimise, and expand the firm's research and trading infrastructure, helping deliver a competitive edge across global digital asset markets.

Responsibilities

• Design, build, and maintain ultra-low-latency, high-throughput systems that support quantitative research and live trading.
• Optimise and scale existing trading and research infrastructure to improve performance, reliability, and efficiency.
• Develop new tools, services, and platform capabilities to support the firm's continued growth.
• Automate infrastructure provisioning, deployment, and monitoring across distributed computing environments.
• Work with heterogeneous compute resources, including CPU, GPU, and FPGA architectures.
• Partner closely with quantitative researchers to translate research into robust, production-ready systems.
• Build and maintain simulation, testing, and benchmarking frameworks to ensure accuracy, reproducibility, and resilience.
• Drive performance improvements across the full technology stack, including software, networking, operating systems, and hardware.

About the Opportunity

We are working with a leading cryptocurrency trading firm in Hong Kong seeking a Quantitative Developer to join its growing team.

The firm operates with a lean team of engineers, researchers, and traders from leading Silicon Valley technology companies, global financial institutions, and top quantitative trading firms.

This is an opportunity to join a high-performing environment where technology sits at the core of the business. You will work closely with researchers and traders to enhance, optimise, and expand the firm's research and trading infrastructure, helping deliver a competitive edge across global digital asset markets.

Requirements

• Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related quantitative discipline.
• Strong software development experience in C++ and Python.
• Excellent understanding of algorithms, data structures, systems programming, and parallel computing.
• Experience building high-performance, distributed, or latency-sensitive systems.
• Familiarity with Linux, networking, infrastructure, or hardware optimisation is highly advantageous.
• Exposure to quantitative finance, market microstructure, or digital assets is beneficial but not essential.
• Strong analytical and problem-solving skills with a high level of ownership and intellectual curiosity.

Why Join?

• Join a small, highly selective team with exceptional technical talent.
• Work directly alongside experienced researchers, traders, and engineers.
• Take ownership of business-critical systems with visible impact across the organisation.
• Contribute to both the optimisation of existing platforms and the development of new infrastructure and capabilities.
• Gain exposure to cutting-edge quantitative trading, distributed computing, and digital asset markets.
• Competitive compensation package within a collaborative, engineering-driven culture.