Quantitative Developer - HFT

Our client is a proprietary systematic quantitative trading team focusing on Crypto , US stocks, A-share and futures medium-low frequency multi-factor strategies. They are looking for a skilled C++ engineer to join the QD team, responsible for strategy implementation, low-latency trading infrastructure and data pipeline construction. The role can be based in Hong Kong, Beijing and Shanghai.What You Will Do- Quant Strategy Implementation & OptimizationTranslate researchers’ strategy logic into high-performance, stable production C++ code for stock and futures trading strategies. Analyze and optimize existing strategy code to reduce latency and improve execution efficiency. Participate in the development and maintenance of backtesting systems to guarantee consistency and reliability of backtest results.- Low-latency Trading System DevelopmentDesign, build and maintain high-performance low-latency trading systems, including order management, risk control, market data processing and trading gateway modules. Optimize system architecture to mitigate latency overhead caused by thread contention, memory allocation and system calls. Integrate and maintain exchange market data and trading interfaces (CTP, FIX and other protocols).- Data Processing & AnalyticsDesign and maintain high-throughput data pipelines to process tick and millisecond-level market data. Develop data cleaning, time alignment and factor calculation tools to supply high-quality data for quant research.- System Stability & ObservabilityBuild monitoring and alerting mechanisms for live trading systems to ensure stable production operation. Troubleshoot online incidents rapidly and join post-incident reviews for continuous improvement.- Technical Research & InnovationKeep up with modern C++ standards and low-latency technologies such as DPDK; drive iteration of our quant trading framework and internal tooling to boost overall team productivity.Requirements- Bachelor’s degree or above in Computer Science, Software Engineering, Mathematics, Physics or related technical disciplines.- 3+ years of C++ development experience; prior experience in quantitative trading, systematic trading or low-latency system development is strongly preferred.- Proficient in C++11/14/17, familiar with STL, template programming, multi-threading, memory management and performance tuning.- Experienced in Linux development and debugging (GCC/GDB/Perf/Valgrind), able to write scripts with Shell/Python.- Solid knowledge of network programming (TCP/IP, Socket, ZeroMQ), with deep understanding of low-latency network optimization.- Familiar with trading protocols such as CTP and FIX is a plus.- Basic understanding of quant concepts including factors, backtesting and risk management is a plus.- Good coding practices, familiar with Git, CI/CD workflow.- Strong troubleshooting skills, able to resolve complex production issues under pressure.- Passion for quantitative trading, good communication and teamwork skills.