Quantitative Developer – C++ – Low Latency & Algo Trading

Ashford Benjamin Ltd.; Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

A leading investment management firm is seeking a motivated Quantitative Developer in Singapore. You will develop and optimize high-frequency trading systems, directly impacting market strategies. Candidates should have strong C++ and Python skills and 2+ years in a quantitative trading environment. The role offers unique challenges and opportunities for growth in a collaborative, results-driven team.

Qualifications

• 2+ years of experience in a quantitative trading environment.
• Strong C++ development experience (C++17/20/23) in a Linux environment.
• Familiarity with High-Performance Computing (HPC) in a Cloud environment.

Responsibilities

• Develop and optimize algorithmic trading systems for APAC markets.
• Design and implement alpha and trading algorithms.
• Work with traders and quantitative researchers to provide research platform.

Skills

C++ Programming

Python Scripting

Communication

Problem Solving

Education

Bachelor’s or higher in Computer Science or a related field

Job description

Our client is aglobally recognized, top-tier quantitative and systematic investment manager, renowned for its technology and data-driven approach. Operating across all liquid asset classes, they combine cutting-edge research, technology, and trading expertise to solve the most complex market challenges. They foster a collaborative and innovative culture within a flat structure, deeply valuingintellectual curiosity and work-life balance.

They are seeking a sharp, motivatedQuantitative Developer with strong C++ skills to join a premier team in eitherHong Kong or Singapore. This is a high-impact role where you will be a key member directly responsible for the success of high-frequency and low-latency algorithmic trading strategies in dynamic APAC markets.

Your Future Role:

• Core Focus: Be acore contributor to the development and optimization of high-frequency and low-latency algorithmic trading systems for APAC markets.
• Strategy Development: Design, enrich, and implement robustalpha and trading algorithms.
• Market Microstructure: Codify and implement specific market rules and microstructure logic for major Asian exchanges.
• Collaboration: Work directly with traders and quantitative researchers to provide an efficient, powerful research platform and tooling.
• Problem Solving: Solve complex technical challenges to build resilient, flexible, and high-performance trading systems.

Your Present Skillset:

• Education: A Bachelor’s or higher in Computer Science or a related field.
• Experience: 2+ years of experience in a quantitative trading environment (e.g., hedge fund, prop trading firm).
• C++ Programming: Strong C++ development experience (C++17/20/23) in a Linux environment is essential.
• Cloud/HPC: Familiarity with High-Performance Computing (HPC) in a Cloud environment.
• Python Scripting: A good working level ofPython for research and tooling support.
• Mindset: A genuine interest in solving difficult technical problems and implementing robust, low-latency solutions.
• Communication: Excellent communication skills and the ability to thrive in a dynamic, international setting.

Why This Role Is Unique:

• Direct Impact: Your work will be directly visible on the P&L of a leading global firm. You are not a cost center; you are a key part of the profit engine.
• Elite Environment: Work alongside world-class quants and traders in a firm known for its scientific rigor and collaborative, flat structure.
• Technical Challenge: Tackle the ultimate engineering challenges of low-latency and high-frequency trading in the complex APAC region.
• Growth Trajectory: This role offers a clear path for career growth into a senior developer or domain expert within a premier team.

Ready to Build with the Best?

If you are a C++ expert passionate about pushing the boundaries of performance and want to see your code directly impact global markets, we want to hear from you.