Our client is a leading quantitative investment firm and AI‑powered hedge fund. The firm specialises in extracting highly valuable trading signals from both structured financial data and unstructured alternative data effectively navigating markets.
The client is seeking a highly skilled Quantitative Developer with strong
C++ and Python
engineering capabilities and proven, real‑world execution experience.
Core Responsibilities
Strategy Deployment & Onboarding:
End‑to‑end ownership of production trading rollouts, execution support, and system optimization for our global strategies. Actively participate in or lead initiatives to onboard brand‑new overseas markets and launch trading systems from scratch.
Execution Workflow Design:
Architect and optimise high‑performance execution workflows and internal trading logic for live environments, leveraging an in‑depth understanding of market microstructure, exchange rules, and real‑world execution constraints.
Live Trading Operations Support:
Provide continuous, real‑time support for live operations. Proactively monitor and resolve critical production trading events, including order exceptions, sudden liquidity shifts, corporate actions, and other time‑sensitive operational friction points.
Risk Control & Stability:
Collaborate on designing, implementing, and optimizing robust trading risk controls to safeguard performance and maintain strategy stability across diverse global venues.
Research‑to‑Production Pipeline:
Partner closely with quantitative researchers and core engineering teams to facilitate the seamless, stable migration of trading strategies from the research environment into production.
Framework Standardisation:
Capture tactical live‑trading insights and codify them into highly reusable software frameworks and onboarding playbooks to streamline future market rollouts.
Qualifications & Experience
Core Programming:
Exceptional
Python
and
C++
skills with deep experience reading, modifying, and debugging highly complex production codebase under live market pressure.
Live Operations:
Extensive hands‑on experience supporting live trading desks or production trading environments within major
US or APAC markets .
Market Infrastructure Knowledge:
Thorough comprehension of real‑world trading dynamics and constraints, including order restrictions, exchange rules, transactional costs, liquidity profiles, and borrow/locate mechanics for short‑selling.
0‑to‑1 Rollouts:
Proven track record of participating in greenfield (0‑to‑1) market entries or trading system rollout projects, demonstrating the foresight to identify critical paths and mitigate pitfalls systematically rather than through trial‑and‑error.
Language & Soft Skills
Bilingual Communication:
Strong interpersonal and communication skills, with the absolute fluency required to collaborate effectively in both
English and Chinese
environments.
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The client is seeking a highly skilled Quantitative Developer with strong
C++ and Python
engineering capabilities and proven, real‑world execution experience.
Core Responsibilities
Strategy Deployment & Onboarding:
End‑to‑end ownership of production trading rollouts, execution support, and system optimization for our global strategies. Actively participate in or lead initiatives to onboard brand‑new overseas markets and launch trading systems from scratch.
Execution Workflow Design:
Architect and optimise high‑performance execution workflows and internal trading logic for live environments, leveraging an in‑depth understanding of market microstructure, exchange rules, and real‑world execution constraints.
Live Trading Operations Support:
Provide continuous, real‑time support for live operations. Proactively monitor and resolve critical production trading events, including order exceptions, sudden liquidity shifts, corporate actions, and other time‑sensitive operational friction points.
Risk Control & Stability:
Collaborate on designing, implementing, and optimizing robust trading risk controls to safeguard performance and maintain strategy stability across diverse global venues.
Research‑to‑Production Pipeline:
Partner closely with quantitative researchers and core engineering teams to facilitate the seamless, stable migration of trading strategies from the research environment into production.
Framework Standardisation:
Capture tactical live‑trading insights and codify them into highly reusable software frameworks and onboarding playbooks to streamline future market rollouts.
Qualifications & Experience
Core Programming:
Exceptional
Python
and
C++
skills with deep experience reading, modifying, and debugging highly complex production codebase under live market pressure.
Live Operations:
Extensive hands‑on experience supporting live trading desks or production trading environments within major
US or APAC markets .
Market Infrastructure Knowledge:
Thorough comprehension of real‑world trading dynamics and constraints, including order restrictions, exchange rules, transactional costs, liquidity profiles, and borrow/locate mechanics for short‑selling.
0‑to‑1 Rollouts:
Proven track record of participating in greenfield (0‑to‑1) market entries or trading system rollout projects, demonstrating the foresight to identify critical paths and mitigate pitfalls systematically rather than through trial‑and‑error.
Language & Soft Skills
Bilingual Communication:
Strong interpersonal and communication skills, with the absolute fluency required to collaborate effectively in both
English and Chinese
environments.
#J-18808-Ljbffr
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