Low-Latency Delta Execution Engineer

Hytech; Singapore; On-site; SGD 180,000 - 280,000; Full time

Job summary

Hytech in Singapore seeks a high-performance Execution Algo Engineer to design and maintain delta-neutral execution systems for quantitative trading. You will build low-latency engines supporting multi-asset portfolios and collaborate with quant researchers and trading teams to translate strategy logic into robust production code.

The role emphasizes real-time delta hedging, order routing, and market microstructure modelling to optimise execution quality and control risk for buy-side clients.

Qualifications

• 4 years of algorithm execution development experience in top quantitative funds or buy-side trading teams.
• Proficient in Modern C++ (11/14/17/20) or Rust; memory management and low-latency design.
• Experience with TCP/UDP networking, kernel tuning, and data feed processing.

Responsibilities

• Delta Execution System Development: design and implement buy-side delta hedging and real-time delta neutralization.
• Low-Latency Execution Engine Building: develop high-performance trading modules, including order routing and real-time position calculation.
• Execution Algorithm Optimization: improve slippage, market impact, and latency distribution; backtest and production iteration.
• Market Microstructure & Risk Adaptation: analyze liquidity and volatility to adjust delta tactics under risk bounds.
• Production Stability & Monitoring: build monitoring, alerting, and logging for execution pipelines.
• Cross-team Collaboration: translate delta hedging models into production code with quant researchers and traders.

Skills

Modern C++ (11/14/17/20)

Rust

Low-latency optimization

Concurrency programming

Memory management

Education

Bachelor’s or Master’s degree in CS/FE/Math/Statistics/Physics

Tools

TCP/UDP networking

Kernel tuning

Backtesting frameworks

TCA (trade cost analysis)

FIX protocol

Job description

Hytech in Singapore seeks a high-performance Execution Algo Engineer to design and maintain delta-neutral execution systems for quantitative trading. You will build low-latency engines supporting multi-asset portfolios and collaborate with quant researchers and trading teams to translate strategy logic into robust production code.

The role emphasizes real-time delta hedging, order routing, and market microstructure modelling to optimise execution quality and control risk for buy-side clients.