Software Engineer (C++)

Gravitas Recruitment Group (Global) Ltd; Hong Kong; On-site; HKD 900,000 - 1,400,000; Full time

Job summary

Gravitas Recruitment Group (Global) Ltd is seeking a highly capable Quant Developer to work with Quantitative Researchers and traders to design, develop, and optimize high-performance trading systems.

You will contribute to the full quantitative trading lifecycle, from strategy implementation and backtesting to live deployment and performance tuning, while building scalable data infrastructure in a low-latency environment.

Qualifications

• Master's degree or above in a relevant quantitative discipline.
• Strong programming skills in C++ (C++11+) and Python.
• Experience with Linux, multi-threading, network programming, and shell scripting.
• Solid understanding of software architecture, data structures, and algorithms.
• Interest in quantitative finance and trading concepts.
• Familiarity with high-frequency trading and data processing is a plus.

Responsibilities

• Design, develop, and optimize high-performance quantitative trading systems.
• Translate models from Quant Researchers into production-ready code, support backtesting and live deployment.
• Build and maintain data pipelines for high-frequency financial data.
• Develop AI-powered tooling and infrastructure to improve research and engineering efficiency.

Skills

C++

Python

Linux

Multi-threading

Network programming

Shell scripting

Education

Master's degree or above in a quantitative field

Job description

Our clients are systematic hedge funds where they use thousands of statistical algorithms to trade equity, futures and other markets globally. Starting with many data sets, they develop large sets of features and use various machine learning methods to discover trading signals and effectively combine them into market-neutral portfolios.

About the Role

This is an excellent opportunity for a talented developer to work closely with Quantitative Researchers (QRs), traders, and technology teams to design, develop, and optimize high-performance trading systems and quantitative strategies. The role offers exposure to the full quantitative trading lifecycle, from strategy implementation and backtesting to live trading deployment and performance optimization. You will also contribute to building scalable data infrastructure and exploring cutting-edge technologies to enhance trading efficiency and system performance in high-frequency, low-latency environments.

Responsibilities

• Trading System Development: Design, develop, and optimize high-performance quantitative trading systems, covering data processing, strategy execution, order management, and risk monitoring, ensuring system stability, scalability, and low latency under high-concurrency environments.
• Quantitative Strategy Implementation: Collaborate with Quantitative Researchers (QRs) to translate mathematical models and trading ideas into production-ready code. Develop backtesting frameworks, support live strategy deployment, and continuously optimize trading performance across minute-level, tick-level, and order-by-order data.
• Data Infrastructure & Engineering: Build and maintain efficient data pipelines for high-frequency financial data collection, cleaning, storage, and statistical analysis, supporting quantitative research and live trading operations.
• Technology Innovation & Tooling: Develop AI-powered solutions and internal tools to improve research and engineering efficiency, including CI/CD automation and performance monitoring dashboards. Explore emerging technologies such as low-latency network interfaces, FPGA acceleration, and AI infrastructure to push the boundaries of trading system performance.

Qualifications

• Master Degree above from a reputable university in Computer Science, Software Engineering, Artificial Intelligence, Financial Engineering, Mathematics, Physics, or a related quantitative discipline.

Required Skills

• Strong programming skills in C++ (C++11 or above), with proficiency in Python highly preferred.
• Solid experience with Linux development environments, multi-threading, network programming, and Shell scripting.
• Strong understanding of software architecture, system design, data structures, and algorithms, with experience developing robust and high-performance systems.
• Strong interest in quantitative finance and a solid understanding of financial markets and trading concepts.
• Familiarity with quantitative trading systems, financial data processing, strategy backtesting, or high-frequency trading is a strong plus.
• Excellent analytical and problem-solving skills, strong attention to detail, and the ability to work effectively in a collaborative, fast-paced environment.