求职者

Our Client:

A major quantitative investment management firm in China.

Job Description:

• Develop and maintain robust C++ applications for trading systems, focusing on performance and reliability.
• Design and architect backtesting and trading systems, ensuring seamless integration with market data feeds.
• Collaborate with cross-functional teams to support business development for futures, options, and equities products.
• Conduct live trading development, ensuring systems operate efficiently in real-time trading environments.
• Optimize existing code for performance, prioritizing strong, clear coding logic over meticulous detail.
• Mentor junior developers and contribute to a culture of continuous learning and improvement.

Job Requirements:

• 10+ years of working experience in a quantitative hedge fund or investment firm.
• Proficiency in C++ is highly preferred; expertise in other programming languages is acceptable.
• Familiarity with futures, options, and equities business is preferred.
• Hands-on experience with market data feed integration and backtesting/trading system development.
• Capable of independently or collaboratively designing the architecture for backtesting/trading systems and conducting live trading development.
• Strong, clear coding logic is essential, prioritizing clarity over meticulous coding detail.