Senior Quantitative Developer

Selby Jennings; Hong Kong; On-site; HKD 1,000,000 - 1,800,000; Full time

Job summary

Selby Jennings is seeking a Senior Quantitative Developer to join a high-performing quantitative trading team. You will design, develop, and optimize production trading systems across global markets, focusing on fast, robust software engineering for systematic trading and market microstructure.

In this role you will collaborate with traders, researchers, and engineers to translate trading ideas into robust production solutions, improve latency and reliability, and contribute to new market

Qualifications

• 5+ years of professional development experience in quantitative trading or performance-critical environments.
• Strong C++ programming skills with knowledge of algorithms, data structures, concurrency, and multithreading.
• Experience with production trading systems, execution, market connectivity, or low-latency systems.

Responsibilities

• Design, develop, and optimize high-performance trading and execution systems using C++.
• Partner with Quant Researchers and Traders to translate ideas into production solutions.
• Improve execution performance, reliability, latency, and scalability across market environments.
• Support strategy deployment and production trading, troubleshooting cross-connectivity and system performance.
• Contribute to new market and trading infrastructure rollouts across APAC and global markets.
• Develop reusable tools and frameworks to improve trading, monitoring, and research-to-production workflows.

Skills

C++

Linux

Multithreading

Low-latency

Market microstructure

Debugging

Production trading

Education

Bachelor's degree or above in CS/Math/Engineering

Tools

FIX

Exchange APIs

Market data

Job description

We are looking for a Senior Quantitative Developer to join a high-performing quantitative trading team, working closely with traders, researchers, and engineers to build and optimize production trading systems across global markets.

The role combines strong software engineering with hands-on exposure to systematic trading, execution, and market microstructure.

Responsibilities

About the Role

We are looking for a Senior Quantitative Developer to join a high-performing quantitative trading team, working closely with traders, researchers, and engineers to build and optimize production trading systems across global markets.

The role combines strong software engineering with hands-on exposure to systematic trading, execution, and market microstructure.

Responsibilities

• Design, develop, and optimize high-performance trading and execution systems using C++.
• Partner with Quant Researchers and Traders to translate trading ideas and execution requirements into robust production solutions.
• Improve execution performance, system reliability, latency, and scalability across different market environments.
• Support strategy deployment and production trading, troubleshooting complex issues across connectivity, execution, and system performance.
• Contribute to new market and trading infrastructure rollouts across APAC and global markets.
• Develop reusable tools and frameworks to improve trading, monitoring, and research-to-production workflows.

Requirements

• 5+ years of professional development experience, preferably within quantitative trading, electronic trading, or other performance-critical environments.
• Strong C++ programming skills with solid knowledge of algorithms, data structures, concurrency, and multithreading.
• Experience with production trading systems, execution, market connectivity, or low-latency systems.
• Good understanding of market microstructure and electronic trading.
• Strong debugging and performance optimization skills in a Linux environment.
• Ability to work closely with Traders, Quant Researchers, and Engineering teams in a fast-paced environment.
• Bachelor's degree or above in Computer Science, Mathematics, Engineering, or a related quantitative discipline.

Nice to Have

• Experience with US or APAC equities.
• Knowledge of FIX, exchange APIs, market data, or order execution systems.
• Python experience within quantitative research or trading environments.
• Experience launching new markets, strategies, or trading infrastructure from the ground up.