Quantitative Developer - Systematic Equities

Selby Jennings; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Selby Jennings is seeking an engineering seat alongside the Portfolio Manager and quantitative researchers to build and enhance the trading and research infrastructure that supports strategy performance.

You will design, implement, and optimise an intraday trading framework, develop low-latency production systems in C++ and Python, and scale backtesting engines, simulation environments and data pipelines for global equity venues.

Qualifications

• Bachelor's, Master's or PhD in Computer Science, Engineering, Mathematics or a related quantitative discipline from a top-tier university.
• Strong, demonstrable C++ development skills (modern C++, multithreading, performance optimisation) alongside solid Python.
• Experience building trading, execution or research infrastructure within a hedge fund, proprietary trading firm or bank systematic desk.
• Sound understanding of equity market microstructure and the mechanics of intraday / mid-frequency systematic trading.
• Comfortable working with large-scale time-series and tick data, and with Linux-based production environments.

Responsibilities

• Design, build and optimise the team's intraday trading framework, covering signal generation, order management and execution.
• Develop and maintain low-latency, production-grade systems in C++ and Python.
• Build and scale the research platform: backtesting engines, simulation environments and feature/signal pipelines.
• Own market data infrastructure - ingestion, normalisation, storage and reconciliation across Asian and global equity venues.
• Partner with researchers to productionise alpha signals and shorten the research-to-live cycle.
• Improve system performance, latency, reliability and monitoring across the stack.

Skills

C++ development

Python

Low-latency systems

Multithreading

Production-grade software

Education

Bachelor's / Master's / PhD in Computer Science, Engineering, Mathematics

Tools

Linux

Job description

This is a research-adjacent engineering seat, not a support function. You will sit directly alongside the Portfolio Manager and quantitative researchers, building and enhancing the trading and research infrastructure that the strategies run on - with clear visibility of how your work translates into performance.

Key Responsibilities

• Design, build and optimise the team's intraday trading framework, covering signal generation, order management and execution.
• Develop and maintain low-latency, production-grade systems in C++ and Python.
• Build and scale the research platform: backtesting engines, simulation environments and feature/signal pipelines.
• Own market data infrastructure - ingestion, normalisation, storage and reconciliation across Asian and global equity venues.
• Partner with researchers to productionise alpha signals and shorten the research-to-live cycle.
• Improve system performance, latency, reliability and monitoring across the stack.

Requirements

• Bachelor's, Master's or PhD in Computer Science, Engineering, Mathematics or a related quantitative discipline from a top-tier university.
• Strong, demonstrable C++ development skills (modern C++, multithreading, performance optimisation) alongside solid Python.
• Experience building trading, execution or research infrastructure within a hedge fund, proprietary trading firm or bank systematic desk.
• Sound understanding of equity market microstructure and the mechanics of intraday / mid-frequency systematic trading.
• Comfortable working with large-scale time-series and tick data, and with Linux-based production environments.