Our client is a leading hedge fund operating across global markets. They are investing heavily in next-generation low-latency trading infrastructure and expanding their engineering team in Singapore.
In this role, you will develop and optimize low-latency systems across market data, order entry, execution, simulation, and strategy platforms, partnering closely with quantitative researchers and system architects. The role offers significant ownership, technical leadership opportunities, and the chance to directly influence the performance and evolution of business-critical trading technology across APAC.
Requirements:
- Strong software engineering background with expert-level C++ skills and good experience with Python
- Proven experience developing and maintaining performance-critical trading technology within a high-frequency/quantitative trading environment (minimum 5 years working in an HFT environment)
- Deep understanding of Linux operating systems, CPU-level behaviour (cache hierarchy, NUMA, branch prediction), and system performance analysis.
- Experience with high-performance networking in low-latency environments, including market data distribution and real-time communication protocols.
- Understanding of technology supporting quantitative research, backtesting, or live trading.
- Cloud experience (GCP/AWS) is advantageous
What's In It For You:
- Build cutting-edge trading infrastructure used in some of the world's most competitive financial markets.
- Work alongside top-tier engineers, researchers, and trading professionals.
- Direct impact on business-critical systems with significant technical ownership.
If you are interested, please apply to the job post or contact me at [Confidential Information]
Regrettably, only shortlisted candidates will be notified.
Business Registration Number: 200611680D |Licence Number: 10C5117 |EA Registration Number: R23115372
