full-time
Quantitative Developer
Paragon Alpha - Hedge Fund Talent Business
- Employer
- Paragon Alpha - Hedge Fund Talent Business
- Location
- Hong Kong
- Working pattern
- on-site
About the role
Design, develop, and optimize high-performance C++ trading systems and infrastructure for high-frequency strategies in global macro futures, including market data, signal processing, order management, and execution. Partner with the Portfolio Manager and Quantitative Researchers, and own system development across architecture, implementation, deployment, reliability, and production support. Requires at least three years of professional C++ development experience, ideally in quantitative trading, HFT, proprietary trading, or systematic investment management. Candidates should have strong modern C++ and Linux systems skills, experience with low-latency applications and trading infrastructure, and a solid foundation in algorithms, data structures, and software architecture.