Quantitative Developer

Avenir Group; Hong Kong; On-site; HKD 450,000 - 650,000; Full time

Job summary

Avenir Group in Hong Kong seeks a high-performance C++ expert to design, develop, and optimize core components of its quantitative trading systems. You will build low-latency trading engines, risk controls, and real-time monitoring to ensure peak performance in dynamic markets.

Responsibilities include optimizing memory management, lock-free techniques, and SIMD acceleration, plus translating quant models into production-grade C++ and collaborating with quant teams on strategies.

Qualifications

• Master’s degree or higher in CS/Math/Physics.
• 5+ years of C++ development with experience in quant trading or HFT.
• Proficient in template metaprogramming, multithreading, and network programming.
• Proficient in Linux systems programming with profiling tools.
• Knowledge of Python or Rust for rapid prototyping.

Responsibilities

• Develop and optimize core components for high-frequency trading systems.
• Implement low-latency memory management and lock-free code.
• Translate alpha models into production-grade C++ code.
• Collaborate with quant teams on strategies and risk controls.
• Design distributed architectures for TB-scale real-time market data.
• Leverage Linux kernel tuning to maximize throughput and support FIX/ITCH.
• Develop cross-platform components supporting Windows/Linux and multi-exchange protocols.
• Build PnL calculation engines and real-time monitoring dashboards.

Skills

C++ development

Template metaprogramming

Multithreading

Linux systems programming

Python or Rust

Network programming

Education

Master's degree or higher in CS/Math/Physics

Job description

We are seeking a high-performance C++ expert to design, develop, and optimize core components of our quantitative trading systems. You will directly contribute to building low-latency trading systems, algorithmic execution engines, and risk control modules, ensuring stability and peak performance in complex market environments.

Key Responsibilities

• Develop and optimize core components for high-frequency trading (HFT) and market-making systems (order management, matching engines, signal processing, etc.)
• Optimize memory management (e.g., custom memory pools), lock-free programming, and SIMD instruction acceleration
• Convert alpha models and execution algorithms developed by quant researchers into production-grade C++ code
• Collaborate with quant teams to systematize strategies like statistical arbitrage and trend following
• Design distributed architectures to process TB-scale real-time market data (Level-2/tick-by-tick feeds)
• Leverage Linux kernel tuning (CPU affinity, DPDK) to maximize network throughput
• Develop cross-platform components (Windows/Linux) supporting multi-exchange protocols (FIX/ITCH)
• Implement real-time risk controls (pre-trade/post-trade checks)
• Build PnL calculation engines and real-time monitoring dashboards.

Requirements

• Master’s degree or higher in Computer Science, Mathematics, Physics, or related STEM fields
• 5+ years of C++ development with expertise in template metaprogramming, multithreading, and network programming
• Prior experience in quant trading systems, HFT, or exchange connectivity development preferred
• Proficient in Linux systems programming (system calls, profiling tools: perf, VTune)
• Working knowledge of Python or Rust for rapid prototyping