Our client, a global, top-tier, multi-billion-dollar hedge fund, is recruiting multiple Quantitative Developers to join its investment team. Both buy-side and sell-side candidates with relevant experience may apply.
Location
HK
Key Responsibilities
- Design, develop, and maintain high-performance applications, including market data, order management systems, and trading systems
- Optimize and enhance existing software to improve performance and scalability
- Ensure the reliability and robustness of trading systems through rigorous testing and live monitoring
- Participate in code reviews and contribute to best practices in software development
- Stay up to date with the latest technologies and industry trends to drive innovation
Qualifications
- Master’s degree in computer science, engineering, or a related field
- 5+ years of experience in software development within the financial industry, such as proprietary trading firms, hedge funds, or investment banks
- Proficiency in programming languages such as C++ and Python, with solid experience in database technologies like SQL and KDB
- Strong understanding of algorithms, data structures, and software design principles
- Excellent problem‑solving skills, attention to detail, and strong communication and teamwork abilities
Preferred Skills
- Experience with systematic trading system development
- Experience with DevOps practices and continuous integration tools
- Experience with risk reporting systems and troubleshooting pre‑ and post‑trade issues
- Experience with market data access via Reuters, Bloomberg, and exchange‑native protocols
- Knowledge of cloud computing platforms (e.g., AWS, Azure)
- Knowledge of machine learning and data analysis techniques
2. VP Strategy Engineer (2–5 yrs exp.)
We are looking for a QD to embed with our multi‑strategy pod team. The candidate will build full‑stack tools that power research, risk management, and execution.
Key Responsibilities
- Provide ongoing trade support to portfolio managers and analysts, troubleshooting issues, and ensuring smooth day‑to‑day execution.
- Help build out our research, portfolio construction, and risk management platform
- Build end‑to‑end products: data ingestion, microservice backends, and front ends for data visualization and light workflow
- Own the SDLC: requirements gathering, architecture, coding, testing, and ongoing
- Balance long‑term projects with fast tactical tasks; break down roadblocks and deliver incremental value quickly
- Use AI to create differentiated analytics
- Engage with stakeholders across technology, trading, quant research
- Maintain and improve data and trade infrastructure to ensure reliability, scalability, and data quality
Qualifications
- 2–5 yrs of buy‑ or sell‑side experience as a STRAT, quant dev, or forward‑deployed engineer.
- Hands‑on experience with order and portfolio management systems and their integration points, with exposure to equities preferred.
- Proven coding expertise; comfortable across the stack (data wrangling, REST/GraphQL APIs, Python, simple JS/React or Dash front ends). STEM degree and strong quantitative skills; ML/AI experience a plus.
- Self‑starter who thrives in a high‑tempo setting.
- Based in Hong Kong (relocation support provided if needed).
3. QD/QR (1‑2 yrs)
Based in HK, there are two needs for this role:
- The candidate should have live trading/execution experience. Have good coding skills, e.g., Python. Good communication skills.
- The candidate should have equity alpha research experience (at intraday to multi‑day frequencies), preferably in technical alpha research in APAC markets.
If you satisfy only point 1, then this role could be a Quantitative Developer role. Preferably with at least 1‑2 years' industry experience.
If you satisfy both (1) and (2), then this role could be a QR or Senior QR role. In this case, alpha research will be the main responsibility, and live trading monitoring will be part of the everyday routine. Potentially, this could develop into a team that focuses on APAC in the future.
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