Quantitative Developer Equity Volatility Execution

Gravitas Recruitment Group Hong Kong; Hong Kong; Sur place; HKD 1 100 000 - 2 000 000; Plein temps

Résumé du poste

Gravitas Recruitment Group Hong Kong is seeking a Quantitative Developer for Equity Volatility Execution. The role involves creating and maintaining a systematic platform for volatility trading across US and APAC markets, interfacing with researchers, traders and software engineers.

You will work on low-latency trading systems, market making, risk checks, and real-time data handling, collaborating across time zones with a strong emphasis on software quality and production readiness.

Qualifications

• Proficient in C++ with strong problem-solving for latency-sensitive systems.
• Experience building/maintaining high-performance trading software.
• Familiarity with end-to-end development, testing, and observability.

Responsabilités

• Develop high-performance software for latency-sensitive trading environments.
• Support market making, pre-trade checks, risk checks, and order controls.
• Collaborate with researchers and traders to implement execution models.
• Contribute across requirements, design, implementation, testing, deployment, and monitoring.
• Analyze market data to improve execution quality and system robustness.
• Work with global teams and modern tooling to boost productivity.

Connaissances

C++

Low-latency systems

Linux development

CI/CD

Cross-time-zone collaboration

Kdb+/q knowledge

Networking protocols (TCP/IP, UDP)

Formation

Bachelor's or higher in quantitative/technical field

Outils

kdb+/q

Git

CI/CD tooling

Description du poste

Quantitative Developer Equity Volatility Execution

The Quantitative Developer Equity Volatility Execution role involves designing and maintaining a systematic platform for volatility trading across the US and APAC markets. This position supports a high-performing global team that operates at the intersection of quantitative research, electronic trading, and software engineering.

The company builds and operates sophisticated low-latency trading systems, specialising in market making and options execution within volatile markets. It fosters a collaborative environment focused on innovation and technological excellence.

• Develop high-performance, reliable, and maintainable software for latency-sensitive trading environments.


• Build and support market making, pre-trade and real-time risk checks, order controls, market-data handling, and trading-system integration.


• Partner with quantitative researchers and traders to translate trading ideas, models, and execution requirements into production-quality software.


• Contribute across the full development lifecycle — requirements, design, implementation, testing, deployment, monitoring, and ongoing optimisation.


• Analyse trading and market data to improve execution quality, system performance, and operational robustness, and investigate pricing, market-data, latency, connectivity, and production issues.


• Collaborate across global locations and apply modern tooling, including AI-assisted development, to enhance productivity, code quality, and testing.


• Professional software-development experience in C++, with strong problem-solving skills on complex, time-sensitive technical challenges.


• A solid grasp of software-development best practices and the end-to-end development lifecycle, automated testing, CI/CD, and observability.


• Experience working closely with quantitative researchers, traders, portfolio managers, or other front-office stakeholders.


• Knowledge of low-latency trading systems, performance optimisation, concurrency, profiling, and Linux development/troubleshooting.


• Understanding of communication and messaging technologies such as TCP/IP, UDP multicast, HTTP/REST, gRPC, FIX, Protocol Buffers, and ring buffers; familiarity with Kafka, Solace, or Aeron is a plus.


• Experience with time-series/analytical platforms such as kdb+/q and working with large or complex datasets.


• Domain experience with equity or index options, volatility surfaces, implied vol, Greeks, skew, and delta hedging, and/or options market-making and APAC volatility execution.


• Strong communication skills, a collaborative mindset across time zones, and a Bachelor's or higher in a quantitative/technical discipline (or equivalent practical experience).

Requirements

• Right to work in the APAC region with onsite availability.


• Full-time employment in Asia.


• Start date: 30/09/2026.


• Duration: 2 weeks.