You may also like
Junior Backend Programmer (Java & Server-oriented)16K-22K
Blue Way Technology
- Apache Subversion
- Big Data
Programmer (REF : CT-IT-Pro)
Mobile Architect/ Mobile Lead 60K (Android / iOS)
Web Analyst Programmer – IT / mobile apps developer / solution provider/5 days work
Web Application Programmer
- Apache Struts
- High Frequency Trading
ATS C++ Developer #105736
Location: Hong Kong-Hong Kong-Hong Kong
You will join the front office development team working for the leading equities and solutions franchise in the APAC region.
This position is a hands-on C++/Quantitative developer role for the Advanced Trading Systems (ATS) team based in Hong Kong. Our team develops front-to-back electronic trading systems used by multiple equity business lines including Delta 1 trading strategies, warrants and options market making and more recently execution and inventory optimization solutions for all the principal flows. This role is specifically to drive the Central Risk Book (CRB)/optimization solutions.
This is a Greenfield project to build high performance optimization components working with a small group of traders, quants and technologists.
Drive the CRB technology delivery
Design and develop high performance C++ systems
Be willing and able to adapt to changes in priorities
Ability to learn and apply new technologies to deliver added business value
Maintain a solid focus on quality
You are proficient in C++ and development in Linux environment.
You possess experience developing low latency software.
Yo have attention to detail and code quality.
An open mind and the ability to learn, teach and adapt quickly.
You have excellent problem solving skills and analytical skills in a high-pressure environment.
You have good communication skills and an ability to convey ideas and concepts with clarity.
You are fluent written and spoken English.
You should have experience delivering “Central Risk Book” projects.
You have deep understanding of application architecture and design.
You have experience developing high performance matching engines or high frequency trading strategies.
You possess familiarity with KDB/Q.
Develop statistical arbitrage and portfolio optimization models
Research high frequency trading dynamics and/or intraday alphas.