C++ Developer

QUANTEAM (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 70,000 - 90,000; Full time

Job summary

A prestigious global quantitative investment firm in Singapore is seeking a developer to support high-frequency and low-latency algo trading. The candidate should have over a year of experience in a quant trading environment and be proficient in C++ and Python. This role offers mentorship and collaboration with traders and researchers in a technology-driven, innovative culture. You will implement trading algorithms and work closely with multiple stakeholders, gaining significant hands-on experience with software and large-scale data analysis technology.

Benefits

Mentorship from industry professionals

Hands-on experience with software

Collaborative corporate environment

Qualifications

• More than 1 year of experience in a quant trading environment.
• Strong development experience in a Linux environment.
• Familiar with High-Performance Computing in a Cloud environment.

Responsibilities

• Work directly with traders and quant researchers.
• Implement and enrich alpha and trading algorithms.
• Collaborate on providing an efficient research platform and tools.

Skills

C++ 20/23 development

Python

Problem-solving

Communication

High-performance computing

Education

Computer Science degree or equivalent

Job description

Quanteam is recruiting on behalf of a prestigious global quantitative investment firm, recognized for operating across all major liquid asset classes worldwide. Our client is a technology-first, data-driven organization applying a rigorous scientific approach to investing through cutting-edge research, advanced engineering, and high-performance trading infrastructure.

This is a rare opportunity to join a firm known for its innovation culture, collaborative mindset, and world-class quantitative research environment.

The role:

We are looking for a developer with more than 1 year of experience in a quant trading environment to work directly with traders and quant researchers.

• Key member to the success of high-frequency and low latency algo trading on APAC markets for Cash Equities and Futures markets
• Enrich and implement alpha and trading algorithms
• Implements specific market rules for the main Asian markets
• Collaborate with the traders and quant researchers on providing efficient research platform and tools

The requirements:

• Computer Science degree or equivalent
• Strong C++ 20/23 development experience on a Linux environment
• Interest in solving technical problems, along with ability to implement robust resilient and flexible solutions
• Familiar with HPC in Cloud environment, good level of Python
• Good communication skills in a dynamic and international environment

Learning Opportunities:

• Mentorship from industry professionals
• Detailed practical hands-on experience with software
• Exposure to large scale data analysis technology
• Experience in a collaborative and collegial corporate environment
• Collaborating with multiple stakeholders: traders, quant researchers, operations, risk managers, IT etc.