Trading Systems Product Engineer — Systematic Quant Trading Firm

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.

• 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

• 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

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.

• 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

• 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

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

• 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/

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

• 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/