Low Latency Market Data Developer - C++

Location: Hong Kong Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors. The Tick Data Platform team is a new team building a market data architecture for low latency trading. The systems are being developed from the ground up and we’re looking for exceptional software engineers to join us in creating scalable and performant tick data platforms to support HFT. Your future role within QRT Greenfield development in a small and highly collaborative team Writing modern high-performance C++23 Architectural contributions to newly designed systems Adding new exchanges to the platform Project leadership Working with developers and researchers across the low latency teams at QRT Your present skillset: 4 years of experience writing low latency / high-performance modern C++ Experience with market data is highly desirable Familiar with C++ optimisation techniques Linux internals, kernel bypass and low-level profiling / tuning Communication and teamwork, with an interest in building a strong engineering culture Nice to have: System design and architecture Scripting in Bash or Python Project leadership and stakeholder management QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.