C++ Software Engineer (Market Data & Execution) APAC

Location: Hong Kong / Shanghai (Relocation support available)

Type: Full-Time

Compensation: Highly competitive (Base + Performance)

Our client is a premier global proprietary trading firm and active market maker, operating at the highest tier of high-frequency and systematic trading. They are currently making a massive, greenfield investment to scale their APAC trading architecture.

This is a highly confidential search. Client details will be disclosed to qualified candidates upon initial screening.

We are seeking elite, high-agency C++ engineers to take direct ownership of market data ingestion and ultra-low-latency execution platforms. This is not a maintenance or back-office role. You will work directly alongside the trading desks to build systems that drive PnL.

We are looking for two specific profiles:

1. The Market Specialist: An engineer who doesn't just build connectivity for maintenance, but deeply owns, optimizes, and exploits quirky exchange features and protocol micro-syntax for low-latency advantages.
2. The Front Office Generalist: A high-agency engineer who thrives sitting directly on the trading desk, collaborating with Tier 1/Tier 2 execution traders to drive business outcomes.

1. Greenfield Development: Design and build next-generation low-latency market data feed handlers and order execution gateways from scratch.
2. APAC Market Connectivity: Manage high-performance connectivity for APAC exchanges (HKEX, SGX, JPX, ASX, etc.), including protocol parsing, multicast sequencing, and order book reconstruction.
3. Direct Desk Collaboration: Work shoulder-to-shoulder with quants and traders to understand market microstructure and translate business needs into rapid technical solutions.
4. Performance Tuning: Push the limits of modern C++ (C++17/20), using lock-free data structures, kernel bypass networking (VMA/DPDK), NUMA awareness, and CPU pinning to eliminate microseconds of latency.
5. Production Ownership: Monitor, troubleshoot, and optimize systems in a live production environment under strict exchange deadlines.

To be considered, youmust meet the following criteria:

1. Firm Type: You must currently (or recently) work at a Tier 1/2 Prop Shop, Top HFT firm, or a smaller proprietary shop with active high-frequency/execution trading.
3. Note: We cannot consider candidates from Investment Banks, Platform Providers, Commercial Vendors, or pure Mid-Frequency (MFT) / Back-Office HFT roles.
4. Experience: 6 + years of hands-on C++ development. (We are not considering junior candidates
5. Asset Class: Execution trading experience in APAC Single Stocks, ETFs, or Futures.Alternatively , we will consider candidates with execution experience across 2 asset classes (e.g., Crypto + FI, FX + FI) who are eager to adapt.
6. Location: Open to Hong Kong or Shanghai. We are also fully open to candidates in US/EU markets with high ownership and desk-facing experience who are willing to relocate to APAC.

1. True Greenfield: Join at an inflection point. Build rapid, build-to-market systems without legacy friction.
2. Broad Scope: No rigid silos. Expand your scope from pure connectivity into pricing, strategies, and execution.
3. Flat Culture: Led by an active, hands-on IC manager. A collaborative, highly technical desk culture where high agency is rewarded.