Quant Developer (C++) - Fast Growing Company (~HKD 1.2Mil)

Michael Page; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Benefits offered by this job

Competitive compensation

Performance-based bonus

APAC exposure

Job summary

Michael Page is partnering with a growing quantitative trading firm to hire a skilled Quant Developer (C++). The role focuses on high‑performance, low‑latency trading platforms across Asia-Pacific markets.

You will work closely with traders, researchers, and tech teams to deliver real‑time data processing, market connectivity, and optimized trading workflows in a fast-paced environment.

Qualifications

• Bachelor’s degree in a quantitative discipline or related field.
• 3+ years hands-on C++ software development experience.
• Strong understanding of object-oriented design and memory management.
• Experience building low-latency, distributed systems is required.
• Proficient in Linux environments and network programming.

Responsibilities

• Design, develop, and optimize high‑performance electronic trading and HFT systems.
• Improve latency, throughput, scalability, and platform stability.
• Build and maintain real‑time market data processing components with low latency.
• Develop exchange/connectivity solutions for efficient order execution.
• Collaborate with traders and researchers to implement new trading features.
• Participate in system architecture, performance projects, and debugging.

Skills

C++

Multithreading

Low-latency systems

Linux

TCP/IP networking

Debugging

Education

Bachelor's degree in Computer Science / Software Engineering / Mathematics

Job description

• Looking for technically strong Quant Developers (C++)
• Cover Asia HFT markets

About Our Client

We are partnering with a growing quantitative trading and electronic markets firm seeking a highly skilled C++ Software Engineer to contribute to the development and enhancement of mission‑critical high‑frequency trading platforms.

This role offers the opportunity to work at the intersection of low‑latency systems, market data processing, quantitative trading, and exchange connectivity. You will collaborate closely with traders, quantitative researchers, and technology teams to build high‑performance trading solutions across Asia-Pacific financial markets.

Job Description

As a Quantitative Developer, your main responsibilities will include:

• Design, develop, and optimize high‑performance electronic trading and high‑frequency trading systems
• Enhance system latency, throughput, scalability, and overall platform stability
• Build and maintain real‑time market data processing components, ensuring data accuracy, reliability, and low‑latency delivery
• Develop exchange and broker connectivity solutions to support efficient order execution and trade lifecycle management
• Work closely with trading desks to support trading operations and implement new trading functionalities
• Participate in system architecture design, technical innovation initiatives, and performance optimization projects
• Troubleshoot and resolve complex production issues in a fast‑paced trading environment

The Successful Applicant

• Bachelor's degree in Computer Science, Software Engineering, Mathematics, Physics, or a related quantitative discipline.
• 3+ years of hands‑on software development experience using modern C++.
• Strong expertise in object‑oriented design, multithreading, memory management, and performance optimization.
• Proven experience developing low‑latency, high‑performance distributed systems.
• Solid understanding of Linux environments, system‑level programming, and troubleshooting.
• Strong knowledge of TCP/IP networking, network programming, and messaging protocols.
• Experience analyzing, profiling, and removing latency and throughput bottlenecks in mission‑critical systems.
• Strong analytical, problem‑solving, and debugging skills with the ability to work in complex production environments.
• Experience developing electronic trading, algorithmic trading, or high‑frequency trading (HFT) platforms is highly preferred.
• Knowledge of market data systems, exchange connectivity, order execution, and trade lifecycle workflows.
• Experience supporting APAC financial markets, including equities, futures, options, or derivatives products.
• Understanding of options trading, options market‑making, pricing models, or derivatives trading systems would be advantageous.
• Ability to collaborate effectively with traders, quantitative researchers, and cross‑functional technology teams.
• Self‑motivated team player with strong communication skills and the ability to thrive in a fast‑paced trading environment.
• Candidates must be fluent in both Chinese (Mandarin) and English.

What's on Offer

• Opportunity to work on cutting‑edge low‑latency trading technologies.
• Exposure to quantitative researchers, trading professionals, and global financial markets.
• Competitive compensation and performance‑based bonus structure.
• High-impact role within a fast‑growing and technology‑driven trading organization.
• A collaborative environment focused on engineering excellence and continuous innovation.