About the Role
We’re seeking exceptional C++ Software Engineers to play a key role in expansion of a top quantitative trading firm, based out of their Singapore office. You’ll work closely with algorithmic and operations teams, directly influencing the success and profitability of trading operations.
In this role, you’ll take ownership of the technical processes required to enter new markets and manage evolving market dynamics. This is a unique opportunity to gain broad exposure to both technical challenges and the business aspects of trading.
What You’ll Do
* Build and improve sophisticated software systems.
* Drive technical initiatives to expand into new markets.
* Enhance and optimize trading strategies in existing markets.
* Collaborate with cross-functional teams to ensure seamless trading operations.
What We’re Looking For
* Experience: Strong C++ programming expertise, with a background in top-tier international technology firms or relevant high-frequency trading firms.
* Technical Proficiency: Familiarity with UNIX operating systems and comfort working at the command line.
* Problem-Solving: Proven ability to troubleshoot and resolve complex technical challenges quickly.
* Collaboration: A team player who thrives in both independent and group settings.
Qualifications
* A strong academic background with a degree in Computer Science, Engineering, or a related field.
* Demonstrated experience designing and improving software systems at both high and low levels.
* Experience developing market data and order entry systems is a plus.
Preferred Attributes
* A passion for coding, innovation, and continuous learning.
* A strong ability to work under pressure and adapt to changing market conditions.
* A curiosity to explore, break, and rebuild better systems.
Why Join Us?
* Be part of a team that thrives on innovation and excellence.
* Collaborate with some of the best minds in the industry.
* Make an immediate and measurable impact on global trading operations.
Location
Singapore - relocation assistance is provided.