Corporate Driver

Reeracoen Recruitment; Kuala Lumpur; On-site; MYR 90,000 - 120,000; Full time

Job summary

A leading recruitment firm in Kuala Lumpur is seeking a highly skilled Low Latency Quant Systems Developer to design and optimize trading systems for US equities and cryptocurrency markets. The ideal candidate features deep expertise in C++ and experience with ultra-low latency architectures. The role involves collaborating closely with quant researchers and traders to build high-performance trading applications. This includes developing efficient market data handlers and robust fault-tolerant systems, ensuring high availability and disaster recovery mechanisms.

Benefits

Annual Leave: 14 days

Medical Leave: 14 days

Performance bonus

Qualifications

• 5+ years of experience in low-latency system development.
• Proven track record in high-frequency trading applications.

Responsibilities

• Build ultra-low latency trading systems using modern C++.
• Implement efficient market data handlers and execution gateways.
• Develop backtesting and simulation frameworks.
• Optimize order routing and feed handling for multiple venues.

Skills

Deep expertise in C++

Experience with ultra-low latency architectures

Real-time market data handling

Execution systems

High-performance computing for trading

Job description

Overview

We are seeking a highly skilled Low Latency Quant Systems Developer to design, build, and optimize mid to high frequency trading systems for US equities and cryptocurrency markets. The ideal candidate will have deep expertise in C++, experience with ultra-low latency architectures, and a proven track record in real-time market data handling, execution systems, and high-performance computing for trading applications. This is a hands‑on engineering role, working closely with quant researchers, traders, and infrastructure engineers to deliver production‑grade trading systems that operate at scale with microsecond‑level latency.

Key Responsibilities

• Build ultra‑low latency trading systems using modern C++ (C++17/20) for US equities and crypto markets.
• Implement efficient market data handlers, order execution gateways, and risk control modules.
• Develop backtesting and simulation frameworks to support quant research and strategy development.
• Profile and tune code for sub‑millisecond performance and high throughput.
• Minimize network, kernel, and serialization overheads in critical execution paths.
• Optimize order routing and feed handling for multiple venues and protocols (e.g., FIX, native APIs, WebSocket).
• Partner with quant researchers to integrate trading strategies into production systems.
• Work closely with infrastructure teams on bare-metal deployments, low‑latency networking, and time synchronization (e.g., PTP).
• Build robust fault‑tolerant systems with real‑time logging, monitoring, and alerting.
• Ensure high availability and disaster recovery mechanisms.

Benefits

• Annual Leave: 14 days
• Medical Leave: 14 days
• Performance bonus