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

Michael Page International (HK) Ltd; Hong Kong; On-site; HKD 1,050,000 - 1,350,000; Full time

Job summary

Optimum Solutions (Hong Kong) Limited seeks a Quant Developer (C++) to design and optimize high-frequency trading systems across the APAC region. You will work with traders, researchers, and tech teams to build low-latency trading solutions and ensure data accuracy in real-time market environments.

The role emphasizes performance optimization, exchange connectivity, and collaboration on cutting-edge trading technologies within a fast-paced financial services setting.

Qualifications

• Design, develop and optimize high-performance electronic trading and HFT systems.
• Bachelors degree in a quantitative discipline required.
• Strong knowledge of Linux environments and system-level programming.
• Experience with low-latency trading platforms preferred.
• Familiarity with market data, exchange connectivity and order lifecycle workflows.

Responsibilities

• Design, develop, and optimize high-performance electronic trading and high-frequency trading systems.
• Enhance system latency, throughput, scalability, and platform stability.
• Build and maintain real-time market data processing components with low-latency delivery.
• Develop exchange and broker connectivity to support order execution and lifecycle management.
• Collaborate with traders and researchers to implement new trading functionalities.
• Contribute to architecture design, performance optimization, and technical innovation.
• Troubleshoot production issues in a fast-paced trading environment.

Skills

C++ development

Multithreading

Linux troubleshooting

TCP/IP networking

Latency optimization

High-frequency trading

Communications

Education

Bachelor's degree in Computer Science or related quantitative field

Job description

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

As a Quantitative Developer in Option Trading within the Financial Services industry, you will focus on developing and optimising trading algorithms and systems for the APAC region. This permanent role requires strong technical expertise to support trading operations effectively.

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.

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
• 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.
• 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.
• 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.

Optimum Solutions (Hong Kong) Limited

Kowloon City, Kowloon City District, HK