Quantitative Developer- Hong Kong

Eka Finance; Hong Kong; On-site; HKD 1,200,000 - 1,700,000; Full time

Job summary

Eka Finance in Hong Kong is seeking a skilled Quantitative Developer to join a high-performing systematic trading group. You will build scalable, low-latency infrastructure and collaborate with researchers and engineers to support live trading.

The role demands strong software engineering experience, practical knowledge of C++ and Python, and familiarity with data feeds, cloud platforms, and CI/CD. You will contribute to robust, resilient systems used in real-time markets.

Qualifications

• Master’s degree in Computer Science, Engineering, or related discipline.
• 5+ years of software engineering experience within financial markets.
• Strong programming in C++ and/or Python with SQL or KDB experience.
• Solid knowledge of algorithms, data structures, and software architecture.
• Experience with DevOps, CI/CD, and trading workflows.
• Exposure to cloud platforms and trade lifecycle troubleshooting.

Responsibilities

• Build and enhance low-latency trading infrastructure, including market data pipelines, execution systems, and order management platforms.
• Continuously refine existing systems to improve speed, efficiency, and scalability.
• Maintain system stability and resilience through comprehensive testing, monitoring, and incident response.
• Contribute to code quality through reviews and adherence to best engineering practices.
• Explore and adopt new technologies to improve development workflows and system performance.

Skills

C++

Python

SQL

KDB

Algorithms

DevOps

Education

Master’s degree in Computer Science or Engineering

Tools

KDB+

SQL

Job description

We are looking for a skilled and driven Quantitative Developer to join a high-performing systematic trading group. This role is suited to someone with a strong engineering foundation, a curiosity for financial markets, and a desire to build scalable, low-latency trading infrastructure. You will collaborate closely with quantitative researchers and engineers to deliver robust systems that directly support live trading.

Key Responsibilities

• Build and enhance low-latency trading infrastructure, including market data pipelines, execution systems, and order management platforms.
• Continuously refine existing systems to improve speed, efficiency, and scalability.
• Maintain system stability and resilience through comprehensive testing, monitoring, and incident response.
• Contribute to code quality through reviews and adherence to best engineering practices.
• Explore and adopt new technologies to improve development workflows and system performance.

Requirements

• Master’s degree in Computer Science, Engineering, or a related discipline.
• 5+ years of software engineering experience within financial markets (e.g. hedge funds, proprietary trading firms, or investment banks).
• Strong programming expertise in C++ and/or Python, alongside experience with databases such as SQL or KDB.
• Solid grounding in algorithms, data structures, and software architecture.
• Strong analytical thinking, attention to detail, and the ability to work effectively in a collaborative environment.
• Prior exposure to systematic or algorithmic trading systems.
• Familiarity with DevOps tooling and continuous integration / deployment pipelines.
• Experience supporting trading workflows, including risk systems and trade lifecycle troubleshooting.
• Knowledge of market data feeds and APIs (e.g. Bloomberg, Reuters, exchange-native protocols).
• Exposure to cloud platforms such as AWS or Azure.
• Understanding of machine learning techniques or data-driven modelling.