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Designs and maintains ultra-low-latency global trading networks, deploying hardware-timestamped monitoring and multicast market-data paths for quantitative trading infrastructure.
New-grad software engineer at a quantitative trading firm in Hong Kong, developing and optimizing low-latency stock and futures trading systems, quant research infrastructure (backtesting, distributed computing), and large-scale data platforms. Core stack: Linux with C++14/17 and/or Python 3.
Position Overview We are seeking a talented Quantitative Developer to join our Execution Algo team. This team plays a critical, central role in our trading operation, sitting directly at the intersection of…
Responsibilities: Own the production trading rollout, execution support, and trading system optimization for global strategies, with a focus on US and APAC markets, and participate in or lead new market onboarding and…
The Senior Market Data Engineer will own the end-to-end delivery of high-frequency market data pipelines, including real-time feed handling and historical data reconstruction. The role requires expert-level C++ skills and deep knowledge of market microstructure to ensure high-quality data for quantitative research and trading.
Position Overview We are seeking a highly skilled Quantitative Developer to join our Execution Algo team. This team plays a critical, central role in our trading operation, sitting directly at the intersection of…
Key Responsibilities Regulatory and Market Advisory Serve as the firm’s principal legal advisor on trading, market conduct, and securities regulation across MAS, SFC, SEC/CFTC/FINRA, and FCA frameworks. Advise business…
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