Quanteam is recruiting on behalf of a prestigious global quantitative investment firm, recognized for operating across all major liquid asset classes worldwide. Our client is a technology-first, data-driven organization applying a rigorous scientific approach to investing through cutting-edge research, advanced engineering, and high-performance trading infrastructure.

This is a rare opportunity to join a firm known for its innovation culture, collaborative mindset, and world-class quantitative research environment.

The role:

We are seeking an experienced C++ developer with a background in quantitative trading to work directly with traders and researchers. You will contribute to high-frequency (HFT) and low-latency trading operations across APAC markets.

Key Responsibilities

• Key member to the success of high-frequency and low latency algo trading on APAC markets
• Enrich and implement alpha and trading algorithms
• Implement specific market rules for the main Asian markets
• Collaborate with the traders and quant researchers on providing efficient research platform and tools

Requirements:

• Computer Science degree or equivalent
• Strong C++ 20/23 development experience on a Linux environment
• Interest in solving technical problems, along with ability to implement robust resilient and flexible solutions
• Familiar with HPC in Cloud environment, good level of Python
• Good communication skills in a dynamic and international environment

The client's identity will be shared with shortlisted candidates.