Junior Quantitative Developer

A multi-billion-dollar China-based quant fund is hiring an exceptional early-career engineer into a role with real ownership from day one. If you have serious coding and systems ability and the curiosity to learn systematic trading, this is a place to grow fast. What you'll do: Implement research ideas in clean, testable C++ and/or Python on a shared, firm-wide codebaseBuild and improve data, feature, simulation, backtesting and experiment pipelinesDig into the gap between prediction metrics, simulated performance and live realizability: data quality, leakage, turnover, costsProfile research workloads across memory, parallelism, distributed compute, data movement and GPU utilizationGradually own a research area, infrastructure component or signal pipeline end to end What you'll bring: For candidates with prior industry experience, a tier-1 quantitative house background only; outstanding new graduates from top programs are equally welcomeStrong algorithmic ability, shown through ICPC/ACM or comparable competition performance (equivalent evidence welcome)Solid C++ and/or Python, with real command of algorithms, complexity, testing and performance beyond notebook-level workFoundations in probability, statistics, ML or another quantitative disciplineEvidence of systems/infra ability: Linux, distributed systems, databases, GPU/compute, build systems or performance engineeringProfessional Mandarin (required)Bonus points for: a software/data/ML-infra background at a strong tech company, ideally followed by quant exposure The package: Meaningful early ownership: strong juniors are trusted with real problems, not made to wait for a titleEnd-to-end learning across data, modelling, simulation, engineering and trading in one tight loop, in a flat structure with direct access to senior colleagues and the founderCompensation aligned to top US and global packages, based in Hong Kong or Shanghai with relocation support