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Quantitative Developer

Gravitas Recruitment Group (Global) Ltd · Hong Kong, Hong Kong SAR

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Our client is looking for a Quantitative Developer (C++) to join a collaborative front-office environment in Hong Kong (Quarry Bay, on-site), building and enhancing high-performance trading & signals technology used by researchers and traders.If you’re looking for a hands-on C++ role focused on strategy implementation, backtesting/simulation frameworks, and low-latency / mission-critical trading infrastructure—with strong day-to-day interaction with quants and the trading desk—this is an excellent opportunity.Quantitative Developer (C++) — Why Apply?Work directly with quant researchers and traders to deliver production trading & signals logic.Build and evolve high-performance trading infrastructure in a latency-sensitive environment.Contribute to backtesting, simulation, libraries and processing frameworks supporting systematic research.Drive long-term architecture improvements and maximize code reuse across strategies.Work cross-functionally with teams covering feed handlers, order gateways, reference data, and broader platform tooling.Gain deep exposure to market microstructure (especially equities/futures) and real-world trading constraints.Own problems end-to-end: implementation, debugging, release support and production support Quantitative Developer (C++) — Job ResponsibilitiesDevelop and maintain critical trading and signals logic plus supporting infrastructure.Partner with quants/traders to translate research and abstract requirements into robust implementations.Build tooling and frameworks for research, simulation, and analysis of large data sets (incl. basic statistical methods).Contribute to the strategic roadmap for high-performance trading infrastructure.Improve system design for scalability, reliability, reuse, and maintainability.Troubleshoot issues across large, distributed systems; provide production support as needed.Collaborate across teams on initiatives such as latency monitoring, new market/product rollouts, and platform integration.Quantitative Developer (C++) — RequirementsDegree in Computer Science/Engineering (Master’s+ a plus).3+ years strong development experience on Linux, including at least 1 year of C++ (stronger profiles welcomed).2+ years building high-performance, mission-critical systems.Experience working in a trading floor environment delivering fully automated trading strategies (execution or prop).Strong debugging skills on Linux (e.g., memory corruption/leaks, buffer overflows, performance issues).Comfortable balancing rapid tactical delivery with longer-term strategic engineering.Strong communication skills; able to work effectively with both researchers and engineers.If you feel you have the desired skill set and are interested in this role, please send an updated copy of your CV to C.WilkinsonRowe@gravitasgroup.com