C++ Developer (Market Date/Quant Strategy/Market Connectivity)

About the Company

Our client is a globally recognised proprietary trading firm and one of the technology leaders in the high-frequency trading industry. With offices across the globe, the firm develops its own trading technology, infrastructure, and quantitative research platforms in-house.

Technology sits at the core of the business. Engineers work directly alongside quantitative researchers and traders to build ultra-low latency systems that power trading across global financial markets.

As a Senior C++ Software Engineer, you'll join a high-performance engineering team responsible for building and optimising mission-critical trading infrastructure. This role focuses on designing scalable, event-driven systems that process massive volumes of real-time market data and execute orders with extremely low latency.

You'll work across core trading platforms, exchange connectivity, market data infrastructure, and execution systems while collaborating closely with quantitative researchers, traders, and fellow engineers.

• Design and build high-performance C++ applications for real-time trading and market data processing.
  
• Develop and enhance core components used across trading, pricing, quantitative research, and strategy platforms.
  
• Build low-latency infrastructure for market connectivity, order routing, and exchange communication.
  
• Partner with traders and quantitative researchers to implement and optimise systematic trading capabilities.
  
• Improve the performance, scalability, and reliability of distributed event-driven systems.
  
• Develop reusable libraries, frameworks, and internal tooling to accelerate engineering productivity.
  
• Investigate production issues, performance bottlenecks, and latency optimisation opportunities.
  
• Contribute throughout the full software development lifecycle, including testing, deployment, monitoring, and continuous improvement.
  

• Bachelor's, Master's, or PhD in Computer Science, Mathematics, Engineering, or a related quantitative discipline.
  
• 5+ years of professional experience developing software in modern C++.
  
• Strong understanding of algorithms, data structures, and systems programming.
  
• Experience building concurrent, asynchronous, or multithreaded applications.
  
• Passion for writing clean, maintainable, and highly performant code.
  
• Experience working on Linux-based systems and performance-critical applications.
  
• Strong problem-solving skills and the ability to collaborate with highly technical stakeholders.
  

• Experience in low-latency systems, networking, or distributed systems.
  
• Knowledge of exchange connectivity protocols such as FIX, WebSocket, or binary market data feeds.
  
• Exposure to performance optimisation techniques, kernel bypass, network programming, or hardware-aware optimisation.
  
• Experience with Rust or Python alongside C++ is advantageous.
  
• Background in electronic trading, market data, or real-time financial systems.
  

• Join one of the world's leading technology-driven trading firms.
  
• Build systems that operate at microsecond latency and process global market data in real time.
  
• Work in a highly collaborative environment with direct interaction between engineers, quants, and traders.
  
• Exposure to challenging engineering problems in distributed systems, networking, and performance optimisation.
  
• Competitive compensation package with strong long-term career progression.
  

"Sanderson-iKas" is the brand name for the following companies incorporated in Hong Kong: Sanderson Solutions International (Hong Kong) Limited (Business Registration no.53741924) and iKas International (Asia) Limited (Business Registration no.39818987)

Website: www.sanderson-ikas.hk