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A top-tier quantitative trading firm
Role Overview:
Responsible for designing and implementing high-frequency, low-latency brokerage execution systems for China's financial markets, directly supporting core trading infrastructure.
Key Responsibilities:
Low-Latency System Development – Build core modules including order management, execution engines, and exchange connectivity using modern C++ (C++11/14/17+), targeting microsecond-level latency optimization
Smart Execution Algorithms – Develop brokerage algorithms tailored to A-share market structure, balancing fill rates, market impact, and regulatory compliance
Full-Stack Integration – Integrate OMS-algorithm-gateway-market data stack end-to-end, supporting FIX and domestic exchange proprietary protocols
Production-Grade Stability – Fault-tolerant design, self-healing mechanisms, and performance tuning for high-concurrency scenarios
Job Requirements
Requirements:
Bachelor's degree or above in Computer Science or related field
Solid C++ fundamentals (C++11/14/17+)
Hands-on experience with low-latency systems; deep understanding of multi-threading, lock-free programming, and CPU cache optimization
Ability to read both code and regulatory documents: familiar with domestic exchange rules, account structures, and order types
Nice to Have:
Background in quantitative system development at securities firms, futures companies, or asset managers
Familiarity with proprietary protocols (CFFEX, SSE, SZSE) or FAST market data
Practical experience with algorithmic trading (TWAP/VWAP/POV, etc.)
Proficiency with performance profiling tools (perf, Intel VTune, etc.)