Low-Latency C++ Developer, Global Quantitative Systematic Trading Firm - J12714

Join a cutting-edge global quantitative systematic trading firm at the forefront of financial technology. The team comprises top-tier professionals dedicated to pushing the boundaries of electronic trading.

Responsibilities:

• Design, develop, optimize, and maintain critical low-latency trading systems using modern C++ on Linux platforms.

• Profile and optimize code down to the microsecond/nanosecond level for maximum throughput, efficiency, and hardware utilization.

• Troubleshoot, debug, and resolve real-time issues in mission-critical production environments.

• Stay ahead of the curve by evaluating and integrating the latest industry trends.

Requirements:

• A minimum of 3+ years of relevant experience within the financial trading space (HFT, proprietary trading, or liquid market-making).

• Problem-solver, analytical thinker, initiator, and great communicator (in English).

• Strong, deep proficiency in Modern C++ with a solid grasp of memory management and low-level optimization.

• Proven experience in multi-threaded, concurrent, and high-performance distributed application architecture.

• Bachelor’s degree or higher in Computer Science, Computer Engineering, or a highly quantitative field.

If this outstanding opportunity sounds like your next career move, please submit through "Apply Now" or send your resume in Word format to Saswiko KJ at resume(at)pinpointasia(dot)com and put Low-Latency C++ Developer, Global Quantitative Systematic Trading Firm - J12714 in the subject header.