My client is a USD 35 billion global quantitative trading firm using advanced math and cutting-edge technology to identify and execute systematic opportunities across global markets. Headquartered in Europe with APAC hubs across Singapore, Hong Kong, and Sydney, they deploy a high-performance stack and retain a meritocratic, flat culture with top-tier resources. Based in Central Hong Kong, this onsite role offers excellent compensation, buy-side bonuses, and top-tier medical coverage. Full relocation package provided.
Role Overview
We are seeking a Low Latency Market Data Developer (C++) to join the Tick Data Platform team, a new team building a market data architecture for low latency trading from the ground up. This is a greenfield development opportunity in a small, highly collaborative team. You will write modern, high-performance C++23, make architectural contributions to newly designed systems, and work closely with developers and researchers across low latency teams.
Key Responsibilities:
• Greenfield development of scalable and performant tick data platforms to support HFT
• Write modern high-performance C++23
• Add new exchanges to the platform
• Provide architectural contributions to newly designed systems
• Take on project leadership and stakeholder management
Required Skills & Experience:
• Experience: 4+ years writing low latency / high-performance modern C++
• Market Data: Experience with market data is highly desirable
• Optimisation: Familiar with C++ optimisation techniques
• Linux: Linux internals, kernel bypass, and low-level profiling/tuning
• Collaboration: Strong communication and teamwork, with an interest in building a strong engineering culture
• Nice to Have: System design and architecture, scripting in Bash or Python, project leadership and stakeholder management
Please send your CV to Sarah Fan at sarah.fan@ashford-benjamin.com, or call +852 2315 9512 for a confidential discussion.
To apply for this job email your details to sarah.fan@ashford-benjamin.com