Our client is an established quantitative investment firm running systematic equities and futures strategies across major global and APAC exchanges. The firm operates with a flat engineering hierarchy, low operational bureaucracy, and direct collaboration between core technology and quantitative research. Technology is not a back-office utility here; it is the core engine generating their trading edge.

The Role & Landscape

You will sit at the intersection of quantitative research and live market execution, taking full responsibility for the stability, performance, and evolution of the firm's electronic trading platform.

1. Work directly with Quantitative Researchers to take new statistical models from research prototypes into live execution.
2. Maintain complete technical ownership over live trading platform reliability across equity and futures markets.
3. Handle real-time incident triage and emergency troubleshooting during active market hours.
4. Tune and optimize execution infrastructure across Linux kernel configuration, storage pipelines, networking stacks, and hardware resources.
5. Build internal developer tools, automated health checks, and CI/CD pipelines to ensure continuous, error-free deployments.

What We Are Looking For

For Senior Roles (Hong Kong & Singapore):

1. 5+ years of software development experience within a buy-side fund, proprietary trading firm, or elite market maker.
2. Direct hands-on background working on equities or futures execution systems.
3. Strong programming capability in either modern C++ (with shell/Python scripting) or Python paired with a compiled language (Go, Java, Rust, C#).
4. Deep understanding of Linux operating systems, systems programming, and production troubleshooting.
5. Professional fluency in both English and Chinese (Mandarin or Cantonese) for cross-office collaboration.

For Junior Roles (Singapore):

1. 1–3 years of professional software engineering or trading system support experience (prior exposure to trading infrastructure similar to Virtu/electronic market makers is highly valued).
2. Strong computer science fundamentals; comfortable working across multiple languages (C++, Python, Java, Go, Rust, or C#).
3. Solid command of Linux environments and automation scripting.
4. Strong desire to learn algorithmic trading infrastructure and manage live system reliability.
5. Professional fluency in English; Mandarin is a big plus since there are many Chinese stakeholders

Preferred Distinctions:

1. Past accolades or participation in competitive programming contests (ACM/ICPC, NOI/NOIP).
2. Proven experience architecting high-availability, mission-critical distributed systems.

Why Apply To This Role

1. Direct Business Visibility: You sit directly with the quant researchers generating alpha. Your code directly impacts live execution quality and fund returns.
2. Low Bureaucracy: Quick release cycles, modern tooling (Git, CI/CD, containerized workflows), and an engineering-led leadership team that eliminates red tape.
3. Strong Total Compensation Upside: Top-tier performers participate directly in the fund's success via performance bonuses tied directly to fund returns and platform stability.

If this outstanding opportunity sounds like your next career move, please submit through "Apply Now" or send your resume in Word format to Lu Zhang atresume@pinpointasia.com and putTrading Systems Engineer - Quantitative Execution - J13214 in the subject header.

Data provided is for recruitment purposes only.

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