Quantitative Developer @ Quant Trading Firm - 2+ years experience - HK/SG/SY

Tribus; Hong Kong; On-site; HKD 900,000 - 1,200,000; Full time

Benefits offered by this job

Competitive pay

Performance bonus

Culture and benefits

Job summary

Tribus in Hong Kong is seeking a Trading Development Engineer to design, build, and maintain low-latency pricing, risk, and execution systems in collaboration with researchers. You will implement quantitative models, develop data pipelines for market data ingestion, backtesting, and analytics, and push for performance, scalability, and reliability in production.

Candidates should have strong C++, Python, or Java skills, solid data structures and system design knowledge, and a degree in a related

Qualifications

• Strong programming skills in C++, Python, or Java (production-level code).
• Solid grounding in data structures, algorithms, and system design.
• Degree in CS, Engineering, Math, Physics, or related field.

Responsibilities

• Design, build, and maintain low-latency pricing, risk, and execution systems.
• Implement and optimize quantitative models in collaboration with research teams.
• Develop data pipelines for market data ingestion, backtesting, and analytics.
• Improve system performance, scalability, and reliability in production.
• Partner with traders and researchers to translate strategies into robust code.

Skills

C++

Python

Java

Data structures

System design

Education

Bachelor's degree in CS/Engineering/Math/Physics

Job description

Global — open to relocation to Hong Kong, Singapore, or Sydney | Full-time

I'm working with a top-tier quant trading firm to hire for their Trading Development Team. These roles focus on optimizing and building the systems that power research and trading — you'll work closely with quants and portfolio managers to turn models into fast, reliable, production-grade code.

What you'll do

• Design, build, and maintain low-latency pricing, risk, and execution systems
• Implement and optimize quantitative models in collaboration with research teams
• Develop data pipelines for market data ingestion, backtesting, and analytics
• Improve system performance, scalability, and reliability in production
• Partner with traders and researchers to translate strategies into robust code

What we're looking for

• Strong programming skills in C++, Python, or Java (production-level code)
• Solid grounding in data structures, algorithms, and system design
• Experience with quantitative finance, trading systems, or market data (nice to have, not required)
• Comfortable working in fast-paced, high-stakes environments
• Degree in Computer Science, Engineering, Math, Physics, or related field
• Work at the intersection of finance and cutting-edge tech
• High ownership, direct impact on trading performance
• Competitive comp + performance-based bonus
• Excellent culture and benefits