Quant Systems Developer – Mid/High Frequency Trading

Role Overview:

We are seeking a highly skilled Low Latency Quant Systems Developer to design, build, and optimize mid- to high-frequency trading systems for US equities and cryptocurrency markets. The ideal candidate will have deep expertise in C++, experience with ultra-low latency architectures, and a proven track record in real-time market data handling, execution systems, and high-performance computing for trading applications.

This is a hands-on engineering role, working closely with quant researchers, traders, and infrastructure engineers to deliver production-grade trading systems that operate at scale with microsecond-level latency.

Key Responsibilities:

• Design & Develop:
• Build ultra-low latency trading systems using modern C++ (C++17/20) for US equities and crypto markets.
• Implement efficient market data handlers, order execution gateways, and risk control modules.
• Develop backtesting and simulation frameworks to support quant research and strategy development.
• Performance Optimization:
• Profile and tune code for sub-millisecond performance and high throughput.
• Minimize network, kernel, and serialization overheads in critical execution paths.
• Optimize order routing and feed handling for multiple venues and protocols (e.g., FIX, native APIs, WebSocket).
• Collaboration & Integration:
• Partner with quant researchers to integrate trading strategies into production systems.
• Work closely with infrastructure teams on bare-metal deployments, low-latency networking, and time synchronization (e.g., PTP).
• Monitoring & Reliability:
• Build robust fault-tolerant systems with real-time logging, monitoring, and alerting.
• Ensure high availability and disaster recovery mechanisms.
• Work timing needs to cater to US trading hours (3pm to 12am singapore time)

Key Requirements:

• Technical Skills:
• Expert-level C++17/20 programming, including multi-threading, lock-free data structures, and template metaprogramming.
• Experience with low-latency optimizations (NUMA, kernel bypass, RDMA, DPDK, TCP/UDP tuning).
• Strong understanding of market microstructure for US equities and crypto venues.
• Familiarity with market data protocols (ITCH, OUCH, FIX, WebSocket APIs) and exchange-specific APIs.
• Experience with real-time data processing and event-driven architectures.
• Quant & Trading Knowledge:
• Understanding of mid/high-frequency trading strategies, order types, and execution algorithms.
• Familiarity with risk management and position tracking in real time.
• Infrastructure & Tooling:
• Proficiency in Linux systems programming and network programming.
• Experience with build systems (CMake, Bazel), profilers, and debuggers (gperf, perf, valgrind).
• Knowledge of cloud-native and on-prem deployments is a plus.
• Education & Experience:
• Bachelor's/Master's in Computer Science, Electrical Engineering, or related field.
• 3–7 years of experience in low-latency trading systems or HPC environments.

Preferred Experience (Bonus Points):

• GPU acceleration (CUDA) or FPGA programming for ultra-low latency strategies.
• Experience with Python for data analysis or integration scripts.
• Knowledge of cryptography and blockchain protocols for crypto execution systems.
• Exposure to distributed systems and microservices architectures.

Soft Skills:

• Strong problem-solving and debugging skills.
• Ability to work in a fast-paced, iterative development environment.
• Excellent communication for cross-functional collaboration.
• High ownership mentality with a focus on reliability and performance.

What We Offer:

• Opportunity to work on cutting-edge trading systems for global markets.
• Competitive compensation with performance-based bonuses.
• High-impact role in a fast-growing quantitative trading firm.
• Collaborative environment with quants, engineers, and researchers.

If you want, I can also draft a version optimized for LinkedIn or job boards with keywords for C++/HFT talent discovery so it ranks well in searches