We're working with a number of leading hedge funds and trading firms across Sydney, Hong Kong, and Singapore that are hiring Quantitative Developers to build and optimize their trading systems across mid- to high-frequency strategies.

🌏 Locations: Sydney, Hong Kong, Singapore

🛠 Languages: C++ or Python (strong performance focus)

💼 Work Type: Full-time, systematic trading

What You’ll Do:

• Collaborate closely with quant researchers and traders to implement, test, and optimize systematic trading models.
• Develop latency-sensitive infrastructure such as execution engines, data pipelines, and simulation environments.
• Tune and benchmark code for real-time performance, robustness, and scalability.

Key Skills:

• Strong programming expertise in modern C++ (11/14/17) or Python.
• Understanding of algorithm design, numerical methods, or probabilistic/statistical modeling.
• Experience working with market data, trading systems, or low-latency infrastructure is highly valued.
• Familiarity with Linux systems, multithreading, and performance profiling tools.

Bonus Points For:

• Prior experience in a quantitative trading, HFT, or market making environment.
• Knowledge of exchange protocols, tick data, or backtesting frameworks.

You don’t need direct trading experience — just the engineering skill and curiosity to solve complex real-time problems.

Interested in exploring these kinds of roles? Apply here or reach out directly to learn more.