Partnering with leading global quantitative hedge funds and proprietary trading firms to expand their Core Engineering and Quantitative Development teams.
What you will build:
- High-performance trading execution engines and low-latency algorithmic frameworks
- Scalable data architectures, real-time analytics platforms, and distributed backtesting pipelines
- Direct collaboration with Quantitative Researchers and Portfolio Managers to translate complex mathematical models into production systems
Key Requirements:
- 2+ years of solid software engineering experience in Python, C++
- Strong background in distributed systems, high-throughput data platforms, or low-latency architecture
- Quant finance experience is a plus, but top engineers from Big Tech / High-Performance Computing backgrounds are strongly welcomed!
Location: Hong Kong (Open to regional talent)
(Please note that only shortlisted candidates matching the requirements will be contacted.)
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