Quantitative Developer - HFT

About the role

Implement and optimize quantitative trading strategies in production C++, and develop low-latency trading infrastructure, including order management, risk control, market data processing, and exchange connectivity. Build market-data pipelines and research tools, maintain system monitoring and stability, troubleshoot production incidents, and improve the trading framework. Requires a bachelor’s degree or higher in a relevant technical discipline and at least three years of C++ development experience; quantitative trading or low-latency systems experience is strongly preferred. Candidates should be proficient in modern C++, Linux development and debugging, network programming, and performance optimization, with scripting, version control, and strong troubleshooting and teamwork skills.