Build and lead a centralized Trading Infrastructure team responsible for global exchange-facing connectivity. The scope spans low-latency market data ingestion (feed handlers), order entry gateways, and raw historical market data systems across multiple asset classes and geographies.
This role is critical in designing a unified, cross-market trading infrastructure framework that ensures consistency, scalability, and reliability across live trading, research, backtesting, and production systems.
Architecture & Strategy
Own end-to-end architecture of global exchange connectivity infrastructure, including:
Market data feed handlers
Order entry / trading gateways
Raw historical market data pipelines
Define and drive a unified connectivity framework across markets and asset classes
Establish protocol abstractions, normalized data formats, and system-wide design standards
Engineering & Delivery
Lead design and optimization of low-latency trading systems (C++ focused)
Drive continuous improvement across latency, reliability, throughput, and failure recovery
Build tooling for:
Packet-level / PCAP analysis
Replay systems
Latency diagnostics and performance profiling
Data completeness and consistency validation
Market Expansion & Integration
Lead onboarding of new markets and exchanges through scalable frameworks
Ensure consistency between live trading, simulation, and historical data systems
Collaborate with external exchanges, vendors, and connectivity providers
Cross-Functional Collaboration
Work closely with trading, research, risk, AI, and cloud infrastructure teams
Translate trading and research requirements into scalable engineering solutions
Support quant researchers with reliable, high-quality market data infrastructure
Leadership
Define engineering standards, hiring strategy, and delivery processes
Mentor engineers in low-latency systems, protocol design, and distributed trading infrastructure
Requirements
Must-Have
10+ years in market data / trading infrastructure / exchange connectivity systems
3+ years in technical leadership or people management roles
Strong C++ expertise in low-latency systems (networking, memory, concurrency, performance tuning)
Deep experience with:
Feed handler and/or order gateway design
Exchange protocol parsing and normalization
Market data distribution and capture systems
Proven track record building production trading infrastructure in quantitative or market-making environments
Experience across US equities and/or major global markets (APAC equities or futures acceptable)
Strong understanding of how infrastructure impacts trading performance and strategy execution
Business-level Mandarin (required), with ability to communicate technical concepts in English
Nice-to-Have
Experience at top quantitative trading firms or hedge funds (e.g. global multi-strategy or market-making firms)
Exposure to multiple asset classes (US equities preferred, followed by APAC equities, then futures markets)
Experience building systems from scratch in new markets or exchanges
Familiarity with Python for market data analysis and diagnostics
Experience evaluating exchange data vendors and connectivity providers
Background in both live trading systems and research/backtesting data infrastructure
Core Technical Domains
Low-latency C++ systems engineering
Exchange connectivity (feed handlers & order entry gateways)
Senior engineering leader from a quantitative trading firm, hedge fund, or proprietary trading firm
Strong background in US equities or global multi-market trading systems
Hands-on C++ expert who has also led teams building production-grade trading infrastructure
Experienced in building scalable market data and connectivity frameworks across multiple exchanges
Comfortable operating at the intersection of engineering, trading, and research
Application:
Apply to this job posting, and send your CV with the job title as the subject line to: [Confidential Information] & https://www.linkedin.com/in/treasa-wong/
