Head of of Electronic Trading Systems - Premier Quant Fund (Hong Kong, Singapore, Shanghai, Beiji

The Company

This elite quantitative trading firm specializes in deploying sophisticated algorithmic strategies across global equity and futures markets. Known for a high-performance culture that merges deep scientific research with world-class engineering, they manage a massive-scale production environment where precision and reliability are the primary benchmarks for success. The firm prioritizes technical excellence and constant iteration, providing a "zero-legacy" playground for engineers who want to see their work directly impact market liquidity and returns.

The role is open to anyone currently based in, or happy to relocate to Hong Kong, Singapore, Shanghai, Beijing, or New York.
 

The Role

As a Quantitative Product Development Engineer, you will own the reliability and performance of a live trading environment. You will act as the critical link between Quantitative Researchers and the production markets, facilitating the seamless deployment and optimization of complex trading strategies. This is a high-stakes engineering role where you will manage the full product lifecycle—from system architecture and performance tuning across the hardware stack to real-time incident response during active trading hours.
 

Requirements

• Bachelor’s degree or higher in Computer Science or a related technical field.

• Minimum of 2 years of professional experience in high-complexity, mission-critical environments.

• Deep proficiency in the Linux operating system and modern engineering practices (Git, CI/CD, Code Review).

• Strong technical proficiency in C++ with a scripting language, or Python 3 combined with a strongly typed language (e.g., Java, Go, Rust).

• Fluency in both English and Chinese to collaborate effectively within a global, multilingual team.

• A genuine interest in quantitative trading and the technical methods used to enhance service reliability.
   

Why Join?

• Direct Strategy Impact: Work side-by-side with researchers to deploy strategies that generate substantial global returns.

• Technical Sovereignty: Optimize trading systems across the entire stack—computation, storage, networking, and hardware.

• Elite Peer Group: Join a team that values top-tier competitive experience (e.g., ACM/ICPC or NOI/NOIP winners).

• Engineering Excellence: Build and maintain high-performance developer tools and systems where technical quality is never compromised.

Full professional fluency in Mandarin is a mandatory requirement for this position.

The role is open to anyone currently based in, or happy to relocate to Hong Kong, Singapore, Shanghai, Beijing, or New York.

Company

A premier, technology-first investment manager with a multi-billion dollar AUM and a significant presence in major global financial hubs. Founded by a cohort of distinguished academics and technologists, the firm leverages a sophisticated proprietary research platform to deploy automated strategies. They operate with a "clean slate" engineering philosophy, prioritizing modern, high-performance systems over legacy maintenance to maintain a dominant edge in global electronic trading.

Role

We are seeking a visionary technical leader to take ownership of our global execution and connectivity ecosystem. In this role, you will define the blueprint for how our strategies interact with the world’s exchanges. You will lead an elite engineering unit tasked with building a unified, high-speed gateway for market access, standardizing how we ingest real-time liquidity and execute orders across diverse asset classes and geographies.

Requirements

• Deep experience architecting core execution components or feed handlers within a high-frequency or quantitative trading environment.
• Mastery of C++, with a focused expertise in low-latency optimization, hardware-level tuning, and efficient concurrency.
• Proven leadership record in managing specialized engineering teams and delivering mission-critical trading infrastructure.
• Intimate understanding of exchange protocols and the technical nuances of global market connectivity.

Why join?

• Architectural Autonomy: Full ownership of a global technical roadmap, building a unified framework from the ground up without legacy constraints.
• Premier Technical Culture: Work within a "clean-slate" environment alongside some of the brightest minds in quantitative finance.
• Mission-Critical Impact: Direct the evolution of the firm's core engine, where your work directly determines execution quality and competitive edge.
• Global Scope: Lead the technical expansion into new markets and asset classes across North America and the APAC region.
• Superior Incentives: Highly competitive compensation structure with significant performance-linked upside within a rapidly scaling fund.

The Company

This technology-driven trading firm, with a major presence in Singapore, New York, and Hong Kong, manages close to USD 3 billion in assets. Founded by an elite group of graduates from Stanford, CMU, and Tsinghua, the organization merges advanced mathematics with cutting-edge AI to drive automated investment strategies. They operate a "zero-legacy" technical environment, focusing on continuous optimization of machine learning algorithms to deliver sustainable returns in global equity markets.
 

The Role

As a Quantitative Researcher, you will lead the discovery and modeling of short-horizon statistical signals across massive equity universes. You will leverage high-frequency tick-level and order book data to identify transient inefficiencies and arbitrage opportunities. This is a high-impact role within a dedicated Alpha team, focusing on the end-to-end research lifecycle from signal discovery to production deployment.
 

Requirements

• Open to candidates at both junior and senior levels with experience in alpha research or quantitative signal development., specifically within intraday or short-horizon equity strategies.

• Deep expertise in market microstructure, order flow dynamics, and execution-related features.

• Strong programming skills in Python or C++, with fluency in handling large-scale, high-frequency datasets.

• Proven experience in cross-sectional modeling and statistical arbitrage frameworks across global equities.

• Advanced degree (MS/PhD) in a quantitative field such as Mathematics, Physics, Statistics, or Computer Science.

• Knowledge of execution-aware signal design, including slippage modeling and alpha decay analysis.

• Track record of developing successful signal ideas that have contributed to live PnL.
   

Why Join?

• Elite Research Environment: Work alongside top-tier talent from the world's leading academic and technical institutions.

• Cutting-Edge Technology: Access a modern, cloud-native infrastructure optimized for high-frequency AI research without technical debt.

• Pure Research Focus: Focus on predictive modeling and alpha discovery while collaborating with specialized engineering and trading teams for deployment.

• Global Market Exposure: Develop and deploy strategies across diverse global equity markets, including the US, APAC, and EMEA.

• Flat & Agile Culture: Benefit from a collaborative, meritocratic environment that values rapid execution and technical excellence.

• Significant Growth: Join a rapidly expanding firm that is scaling its footprint and assets under management globally.
  
   

Company
A renowned global strategic consulting and advisory firm focused on driving significant global returns through sophisticated AI strategies. The firm is currently spearheading the evolution of a Next-Gen Distributed Compute Environment to support specialized global teams in leveraging cutting-edge LLM capabilities.
 

Role
In this position, you will spearhead the evolution of a virtual orchestration layer designed for high-throughput AI workloads, taking lead on platform architecture and designing resilient data-routing pipelines. You will champion infrastructure-as-code and modern deployment cycles while maximizing GPU utilization to refine the efficiency of distributed AI processing. Furthermore, you will exercise technical sovereignty by optimizing trading systems across the entire stack—including computation, storage, networking, and hardware—while working side-by-side with research teams to deploy strategies that drive substantial global returns.
 

Requirements

• Professional Expertise: 8+ years of experience in infrastructure or distributed systems engineering.

• Cloud Proficiency: Extensive, hands-on experience within the Azure ecosystem is preferred.

• Technical Versatility: Strong Python engineering skills; a background in Golang is a significant advantage for low-level platform optimization.

• Data Integrity: Experience managing sensitive client data within highly regulated, high-stakes environments.

• Elite Soft Skills: Smart, proactive problem-solver with polished, business-proficient English and a collaborative team spirit.

Why Join?

• Advanced Tech Stack: Direct exposure to the latest innovations in generative models and scalable AI frameworks.

• Engineering Excellence: Focus on building world-class developer tools and high-performance systems where technical quality is never compromised.

• Balance & Flexibility: The firm promotes a healthy work-life balance and provides hybrid or fully remote setups for specialists based in Hong Kong.
  
   

Company
This Hong Kong-based tech start-up has transitioned from a specialized IDP provider into a dominant force in enterprise automation. Processing millions of documents annually for global firms, they are now leveraging their data advantage to launch a "zero-legacy" AI Agent Studio. This function is designed to move beyond simple automation into autonomous agentic systems that redefine corporate operations.
 

Role
As a Product Manager, you will lead the evolution of this new vertical from ideation to delivery. You will act as the strategic bridge between enterprise C-suite clients and an elite engineering squad, translating complex business friction into seamless AI roadmaps. This is a high-visibility leadership opportunity to define how autonomous agents function at scale within the built environment and professional services.
 

Requirements

• Cantonese speaking ability is a MUST. 
• Proven track record in Product Management within an AI-first or high-growth SaaS environment.
• Deep technical literacy in LLM orchestration, RAG, and Agentic Workflows.
• Hands-on experience with modern prototyping and development tools like Cursor or Claude Code.
• Experience managing complex stakeholder relationships, particularly at the executive level.
• Strategic mindset with the ability to validate product-market fit rapidly through iterative prototyping.

Why Join?

• Scale-Up Velocity: Join a profitable, HK-founded firm during its most aggressive global expansion phase.

• Cutting-Edge Stack: Work directly with the latest in autonomous agent frameworks and generative AI.

• High Visibility: Lead a product vertical that is the cornerstone of the company’s 2026 strategy.