C++, HFT, Algo Trading, Low Latency, Quant Finance
McGregor Boyall are partnered with a leading quantitative investment manager hiring across multiple teams in Hong Kong and Singapore.
The roles involve building high-performance components for their systematic trading platform, working with advanced concurrency patterns and lock-free data structures. You'll be optimizing critical paths where microseconds matter, implementing sophisticated order execution algorithms, and collaborating with quants to deploy new trading strategies.
Their stack leverages cutting-edge HPC techniques for market data processing and order management. They are using highly modern C++ : custom allocators, zero-copy messaging, and SIMD optimization. You'll work directly with quants to translate mathematical models into production trading systems and see the impact of your code on Alpha generation.
Areas currently hiring :
In addition to the salary advertised, the fund also offers highly competitive bonuses and can provide relocation support to overseas applicants
Requirements :
Nice to have :
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
Developer • Bucharest