Responsibilities

  • Participate in daily development/maintenance of a low-latency high-frequency trading platform, including underlying architecture, market data, trading engine and transaction order processing
  • Support quants to implement and improve strategies
  • Build tools to simplify the strategy development and testing procedure

Requirements

  • At least 3 years C++ experience, python (CPython and Numba) is a plus.
  • Expert in algorithms development, data structure design and system design.
  • Familiar with C++ 11 and template meta-programming
  • Experience in high frequency trading area using Flink, Clickhouse, Elasiticsearch, Redis, Kafka etc on linux system or related optimization skills.
  • Experience in AWS, Alicloud etc
  • Have publications or award-winning papers in ACM/ICPC is preferred
  • Preferably in HFTs or quant funds

 

What you can expect:

  • Fast-paced, result-oriented environment
  • Exposure to the latest market insights
  • Supportive team and open culture

Benefits

  • Competitive Remuneration
  • Regular Team Bonding
  • Energetic & Fun Environment
  • Flexi Working Hour
  • Overtime Meal & Transport