Back to Job Search

Global Head of Trading Connectivity Engineering — Systematic Quant Trading Firm

  • Hong Kong
  • Negotiable
  • Permanent
  • Discipline: Software Development
  • Ref: 50588
Wyatt Yeung
Wyatt Yeung
Principal Consultant
wyatt.yeung@nicollcurtin.com0085221875503

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, or Beijing.

 

We are representing a leading quantitative trading firm seeking a senior engineering leader to build and scale its global trading connectivity infrastructure.

Company

The firm operates a fully systematic trading platform across global equities and derivatives markets. Its investment process is driven by data, with strong integration between research, trading, and engineering to deliver consistent performance at scale.

Technology is central to the business, with a focus on high-performance systems, disciplined architecture, and reliable execution. The organization prioritizes low-latency infrastructure, data consistency, and scalable frameworks that support rapid expansion into new markets.

Role

You will lead the design and development of the firm’s global exchange connectivity layer, covering feed handlers, order entry gateways, and raw market data pipelines. The mandate is to create a unified framework that standardizes protocols, data formats, and system architecture across regions and asset classes, while maintaining flexibility for exchange-specific nuances. You will drive improvements in latency, reliability, and data integrity, while building a high-performing team and collaborating closely with trading, research, and infrastructure stakeholders to align technical delivery with business impact.

Requirements
 

  • 8+ years of experience within quantitative trading, market making, or exchange environments, including 3+ years in leadership roles
  • Proven expertise designing or leading feed handler and order entry gateway systems across multiple markets
  • Strong programming skills in C++, with deep knowledge of low-latency system design, memory management, concurrency, and network I/O
  • Hands-on experience with protocol parsing, packet-level analysis, pcap tooling, and latency diagnostics
  • Strong understanding of market data architecture, including historical data consistency, replay systems, and data validation frameworks
  • Experience building standardized frameworks including protocol abstraction, normalized data models, and reusable infrastructure components
  • Strong cross-functional collaboration skills across trading, research, risk, and infrastructure teams

Why Join?
  • Ownership of a business-critical platform directly impacting trading performance
  • Opportunity to define global standards for exchange connectivity and market data infrastructure
  • High visibility role working alongside senior stakeholders across trading and research
  • Exposure to multiple asset classes including global equities and futures markets
  • Build and scale a specialized engineering team in a high-performance environment
  • Work on complex, performance-critical systems with direct influence on latency and execution outcomes
 

Stay connected with me about latest opportunities and updates on LinkedIn: https://www.linkedin.com/in/wyatt-yeung/

Apply for this job

We are an inclusive organisation and actively promote equality of opportunity for all with the right mix of talent, skills, and potential. We welcome all applications from a wide range of candidates. Selection for roles will be based on individual merit alone.

Latest Jobs by Wyatt

View all Jobs

Systematic Execution Researcher (Monetization Focus) — Quant Trading Firm

  • Hong Kong
  • Negotiable
  • Permanent

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, or Beijing.


We are working with a leading systematic trading firm looking to strengthen its monetization function as strategy coverage expands globally.

Company

The firm operates a data-driven investment platform across global equity and futures markets, with a strong emphasis on systematic alpha generation and scalable execution. Research and trading are tightly integrated, enabling rapid iteration from idea to live deployment.
Their monetization team sits at the intersection of alpha research, execution engineering, and portfolio construction, ensuring signals are effectively translated into realized PnL across diverse market environments.

Role

You will design and optimize frameworks that bridge alpha signals with execution strategies, working across multiple markets and time horizons. The role spans portfolio optimization, market impact modeling, and execution system design, with direct responsibility for improving realized returns. You will collaborate closely with researchers, engineers, brokers, and exchanges to ensure strategies are production-ready, scalable, and adaptive across regions and market structures.

Requirements
  • 5+ years of experience in monetization, execution research, or systematic trading within a leading HFT or quantitative firm
  • Strong expertise in equity market microstructure, including order types, matching engines, and venue-specific behaviors
  • Solid foundation in portfolio optimization, transaction cost analysis, and market impact modeling
  • Proficiency in Python and/or C++, working with large-scale market datasets
  • Strong analytical mindset with the ability to connect signal performance to execution realities
  • Master’s or PhD in a quantitative field such as mathematics, statistics, physics, or computer science

Why Join?
  • High ownership role with direct influence on live trading performance and PnL
  • Opportunity to work across global markets including APAC, US, and Europe
  • Exposure to multi-frequency strategies from intraday to multi-day horizons
  • Collaborative environment across research, trading, and engineering teams
  • Chance to expand into new markets, asset classes, and execution frameworks
  • Involvement in broker and exchange interactions for real-world execution optimization

Stay connected with me about latest opportunities and updates on LinkedIn: https://www.linkedin.com/in/wyatt-yeung/
Apply Now

Global Markets Quant Developer, Execution and Trading — Leading Quantitative Investment Firm

  • Hong Kong
  • Negotiable
  • Permanent

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, or Beijing.


We're representing a premier quantitative investment firm looking for a high-calibre Quantitative Developer to drive execution and trading system performance across global markets.

Company

This organization is a well-established player in systematic trading, operating across US and APAC markets with a strong focus on scalable, research-driven strategies. The firm integrates advanced quantitative research with robust engineering to deliver consistent performance in highly competitive market environments.
With a culture that values precision, ownership, and continuous improvement, the team operates at the intersection of trading, technology, and data, offering direct exposure to live markets and production systems at scale.

Role

As a core member of the execution and trading team, you will take ownership of production trading rollout, execution support, and system optimization across multiple markets. This includes designing and refining execution workflows based on market microstructure, troubleshooting live trading issues such as order exceptions and liquidity constraints, and strengthening trading risk controls. You will work closely with research and engineering teams to bridge the gap between strategy development and stable production deployment, while contributing to reusable frameworks that standardize execution and market rollout practices.

Requirements:
  • Strong hands-on experience in live or production trading environments across US or APAC markets
  • Deep understanding of market microstructure, trading rules, and execution dynamics in at least one major market
  • Proven experience in 0 to 1 trading system rollout or new market onboarding initiatives
  • Solid grasp of real-world trading constraints including order restrictions, liquidity, transaction costs, and borrow / locate mechanics
  • Strong programming skills in Python and C++, including debugging and supporting production trading systems
  • Ability to investigate and resolve live trading issues in real time

Why Join?
  • Direct ownership of trading systems operating in live global markets
  • Exposure to complex execution problems across US and APAC environments
  • Opportunity to work closely with top-tier quant researchers and engineers
  • High visibility role impacting trading performance and system stability
  • Collaborative environment with strong engineering and research integration

Stay connected with me about latest opportunities and updates on LinkedIn: https://www.linkedin.com/in/wyatt-yeung/
Apply Now

Trading Systems Product Engineer — Systematic Quant Trading Firm

  • Hong Kong
  • Negotiable
  • Permanent

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, or Beijing.


We are working with a leading systematic trading firm seeking a hands-on engineer to build and scale mission-critical trading products across equities and futures markets.

Company

This organization operates a data-driven trading platform across global markets, combining quantitative research with robust engineering to drive consistent returns. The environment emphasizes reliability, performance, and close collaboration between research and production teams.
Technology and infrastructure are treated as core differentiators, with strong investment in low-latency systems, production stability, and scalable trading architecture supporting diverse strategies across regions and asset classes.
Role

You will play a key role in developing and maintaining equity and futures trading systems, working closely with researchers to bring strategies into production and ensure stable execution. The position focuses on production engineering, system reliability, and performance optimization across compute, networking, and infrastructure layers, while actively managing live trading environments and responding to real-time incidents.

Requirements
 

  • Bachelor’s degree or above in Computer Science or related disciplines
  • 2+ years of professional experience in software or systems engineering
  • Strong proficiency in Linux environments and production systems
  • Programming expertise in C++ with a scripting language, or Python 3 with a strongly typed language such as Java, Go, or Rust
  • Experience with CI/CD pipelines, Git, code reviews, and production workflows
  • Solid understanding of system reliability, monitoring, and incident response
  • Strong interest in quantitative trading systems

Why Join?
  • Direct exposure to live trading environments with real impact on PnL
  • Opportunity to work alongside top-tier quantitative researchers and engineers
  • Hands-on ownership of mission-critical systems in a high-performance setting
  • Exposure to complex, large-scale distributed systems and trading infrastructure
  • Strong learning curve across both engineering and quantitative finance domains
  • Regional opportunities across Beijing, Shanghai, Hong Kong, and Singapore
 

Stay connected with me about latest opportunities and updates on LinkedIn: https://www.linkedin.com/in/wyatt-yeung/

Apply Now

Lead Intraday Alpha Researcher for Equities — Premier Quantitative Investment Firm

  • Hong Kong
  • Negotiable
  • Permanent

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.
 

We are partnering with a premier quantitative investment firm seeking a senior researcher to lead intraday equities alpha initiatives across global markets.

Company

This organization operates a fully systematic, research-driven platform spanning multiple asset classes, with a strong focus on data-intensive signal discovery and scalable portfolio construction. The firm is known for its disciplined scientific framework and emphasis on robust statistical validation.

The team environment is collaborative across research, engineering, and trading, enabling rapid iteration from idea generation to live deployment, supported by high-quality market data infrastructure and compute resources.
Role
You will lead the design and development of short-horizon alpha signals using high-frequency tick data and order book information across large equity universes. The mandate centers on uncovering transient inefficiencies through cross-sectional modeling, analyzing order flow dynamics, liquidity behavior, and inter-asset relationships, with a strong focus on signal robustness, decay, and production readiness.

Requirements
 

  • 5+ years in alpha research or quantitative signal development, preferably in intraday equities
  • Deep expertise in market microstructure, order book dynamics, and execution-sensitive features
  • Strong programming capability in Python and/or C++, working with large-scale high-frequency datasets
  • Proven experience in cross-sectional modeling and statistical arbitrage frameworks
  • Solid background in mathematics, statistics, physics, or computer science at MS or PhD level
  • Strong research discipline with emphasis on backtesting rigor and performance attribution

Why Join?
  • Direct ownership of intraday alpha research with clear impact on trading performance
  • Access to extensive high-frequency data and compute to test and scale ideas
  • Collaborative environment bridging research and production deployment
  • Exposure to global markets including US, APAC, and EMEA equities
  • Opportunity to refine execution-aware signals, including slippage modeling and alpha decay analysis
 

Stay connected with me about latest opportunities and updates on LinkedIn: https://www.linkedin.com/in/wyatt-yeung/

Apply Now

Senior AI Infrastructure Engineer – Global Strategic Advisory & Consulting Firm

  • Hong Kong
  • Negotiable
  • Permanent

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.

     

Stay connected with me about latest opportunities and updates on LinkedIn: https://www.linkedin.com/in/wyatt-yeung/

 

 

Apply Now

Product Manager – AI Agentic Workflows & Enterprise Automation

  • Hong Kong
  • Negotiable
  • Permanent

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.

     

Stay connected with me about latest opportunities and updates on LinkedIn: https://www.linkedin.com/in/wyatt-yeung/

Apply Now