C++ Software Engineer, Derivative Trading

We are currently helping a Asian Hedge Fund / leading investment bank to look for C++ Derivatives Trading Engineer.

The ideal candidate should have at least 3 years of working experiences in C++ / Python development within the financial sector.

Key Responsibilities:

• Design and develop high-frequency, low-latency C++ trading engines and pricing libraries for warrants and structured products.
• Optimize multi-threaded applications for real-time market data processing, order routing, and exchange connectivity.
• Collaborate closely with quantitative researchers and traders to implement and accelerate complex derivative pricing models.
• Enhance risk management and position-keeping systems to handle high-volume volatility and rapid price movements safely.
• Conduct rigorous performance profiling, latency reduction, and memory optimization.

Required Skills & Qualifications:

• 3+ years of professional software development experience focusing on modern C++ (C++17/C++20) within high-frequency trading (HFT) or investment banking.
• Strong foundation in low-latency programming , multi-threading, concurrency primitives, and custom memory management.
• Solid understanding of financial markets, particularly equity derivatives, options, or warrants pricing (e.g., Black-Scholes framework, Greeks calculation).
• Deep proficiency with Linux operating systems, network programming (TCP/UDP sockets), and scripting languages (Python or Bash).
• Bachelor’s or Master’s degree in Computer Science, Financial Engineering, Mathematics, or a related quantitative field.

For interested parties, feel free to message to [email protected] for further details. Thank you!