Quant Developer

Ambition Recruitment; Kuala Lumpur; On-site; MYR 80,000 - 120,000; Full time

Job summary

A financial software company in Kuala Lumpur is seeking a skilled developer to create and optimize low-latency trading systems using C++ and Python. The role requires strong technical skills in real-time data processing and a solid understanding of market microstructures. Ideal candidates should have a degree in Computer Science or Engineering and several years of experience in trading systems or HPC environments. The position also involves collaboration with quant researchers to integrate strategies into production systems.

Qualifications

• Expert-level proficiency in C++17/20 and Python programming.
• 3-7 years experience in low-latency trading systems or HPC environments.
• Strong understanding of market microstructure for US equities and crypto.

Responsibilities

• Build ultra-low latency trading systems for US equities and crypto markets.
• Optimize performance for sub-millisecond trading operations.
• Integrate trading strategies with quant researchers.

Skills

C++ programming

Python programming

Multi-threading

Lockfree data structures

Template metaprogramming

Low-latency optimizations

Market microstructure knowledge

Event-driven architectures

Education

Bachelor's/Master's in Computer Science

Electrical Engineering

Related field

Tools

Linux systems programming

CMake

Bazel

gperf

perf

valgrind

Job description

About our Client:

Our client focuses on financial trading software and technology, specifically dealing in US stock, Options and Futures trading.

Key Responsibilities:

• Design & Develop
  • Build ultra-low latency trading systems using modern C++17/20 and Python 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.
• Performance Optimization
  • 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).
• Collaboration & Integration
  • 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).
• Monitoring & Reliability
  • Build robust fault-tolerant systems with real-time logging, monitoring, and alerting.
  • Ensure high availability and disaster recovery mechanisms.
  • Work timing needs to cater to US trading hours (3pm to 12am Malaysia time).

Key Requirements:

• Technical Skills
  • Expert-level C++17/20 and Python programming, including multi-threading, lockfree data structures, and template metaprogramming.
  • Experience with low-latency optimizations (NUMA, kernel bypass, RDMA, DPDK, TCP/UDP tuning).
  • Strong understanding of market microstructure for US equities and crypto venues.
  • Familiarity with market data protocols (ITCH, OUCH, FIX, WebSocket APIs) and exchange-specific APIs.
  • Experience with real-time data processing and event-driven architectures.
• Quant & Trading Knowledge
  • Understanding of mid/high-frequency trading strategies, order types, and execution algorithms.
  • Familiarity with risk management and position tracking in real time.
• Infrastructure & Tooling
  • Proficiency in Linux systems programming and network programming.
  • Experience with build systems (CMake, Bazel), profilers, and debuggers (gperf, perf, valgrind).
  • Knowledge of cloud-native and on-prem deployments is a plus.
• Education & Experience
  • Bachelor's/Master's in Computer Science, Electrical Engineering, or related field.
  • 3-7 years of experience in low-latency trading systems or HPC environments.