Job Description

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 Malaysia time)

Job Requirements

Key Requirements:

•  Technical Skills:
•  Expert-level C++17/20 programming, including multi-threading, lockfree 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.

Skills