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We are working with leading global financial institutions and trading firms who are expanding their low-latency equities trading platforms in Hong Kong. These teams build and operate mission-critical, event-driven systems that support high-volume trading, market data processing, and exchange connectivity across global markets.
This is a hands-on engineering role for experienced C++ developers who enjoy working close to trading and quantitative teams, with a strong focus on performance, reliability, and scalability.
What You'll Be Working On
Designing and developing high-performance C++ trading systems handling real-time market data, orders, and executions across global venues
Optimising latency, throughput, and stability in ultra-low-latency, event-driven environments
Building and enhancing exchange and broker connectivity, including order routing and market data pipelines
Collaborating closely with traders, quantitative researchers, and technologists to deliver new functionality and improve existing platforms
Contributing to core libraries and shared infrastructure, promoting clean, reusable, and maintainable code
Supporting production systems and participating in controlled releases in a fast-moving trading environment
Key Requirements
Strong hands-on experience in C++ (C++17/20+)
Solid knowledge of data structures, algorithms, and system design
Experience with multi-threaded, parallel, and asynchronous programming
Strong understanding of performance optimisation and low-latency systems
Experience working in Linux/Unix environments
Exposure to trading systems, market data, execution platforms, or exchange connectivity
Ability to communicate effectively with both technical and non-technical stakeholders
Nice to Have
Experience in equities trading, prime brokerage, or proprietary trading environments
Background in algorithmic or high-frequency trading systems
Low-level networking knowledge (TCP/IP, FIX, socket programming)
Python experience for tooling, research, or automation
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