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Quantitative Developer

Avenir Group Hk — Hong Kong Sar · Posted ~3 weeks ago

Skills

C++ C++17/20 Low-latency systems High-frequency trading Market-making systems Algorithmic execution Memory management Lock-free programming SIMD Quantitative model implementation C++17 C++20

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Summary

A quantitative technology team is seeking a high-performance C++ developer to build and optimize core components of sophisticated electronic trading infrastructure. The role focuses on ultra-low-latency systems, execution engines, risk controls, memory optimization, lock-free programming, SIMD acceleration, and translating quantitative strategies into production-grade software.

Highlights

Opportunity to build and optimize high-performance trading infrastructure, work closely with quantitative researchers, and tackle challenging low-latency engineering problems in a performance-critical environment.

Description

Job Overview We are seeking a high-performance C++ expert to design, develop, and optimize core components of our quantitative trading systems. You will directly contribute to building low-latency trading systems, algorithmic execution engines, and risk control modules， ensuring stability and peak performance in complex market environments. Key Responsibilities 1. Low-Latency System Development - Develop and optimize core components for high-frequency trading (HFT) and market-making systems (order management, matching engines, signal processing, etc.) - Write high-performance, low-latency code using modern C++ (C++17/20), minimizing nanosecond-level latency - Optimize memory management (e.g., custom memory pools), lock-free programming, and SIMD instruction acceleration 2. Quantitative Model Implementation - Convert alpha models and execution algorithms developed by quant researchers into production-grade C++ code - Collaborate with quant teams to systematize strategies like statistical arbitrage and trend following 3. System Architecture & Optimization - Design distributed architectures to process TB-scale real-time market data (Level2/tick-by-tick feeds) - Leverage Linux kernel tuning (CPU affinity, DPDK) to maximize network throughput - Develop cross-platform components (Windows/Linux) supporting multi-exchange protocols (FIX/ITCH) 4. Risk Management & Monitoring - Implement real-time risk controls (pre-trade/post-trade checks) - Build PnL calculation engines and real-time monitoring dashboards。 Requirements Mandatory: - Master’s degree or higher in Computer Science, Mathematics, Physics, or related STEM fields - 5+ years of C++ development** with expertise in **template metaprogramming, multithreading, and network programming - Prior experience in quant trading systems, HFT, or exchange connectivity development preferred - Proficient in Linux systems programming (system calls, profiling tools: perf, VTune) - Working knowledge of Python/Rust (for rapid prototyping)