Quantitative Developer Equity Volatility Execution

The Quantitative Developer Equity Volatility Execution role involves designing and maintaining a systematic platform for volatility trading across the US and APAC markets. This position supports a high-performing global team that operates at the intersection of quantitative research, electronic trading, and software engineering.

The company builds and operates sophisticated low-latency trading systems, specialising in market making and options execution within volatile markets. It fosters a collaborative environment focused on innovation and technological excellence.

• Develop high-performance, reliable, and maintainable software for latency-sensitive trading environments.

• Build and support market making, pre-trade and real-time risk checks, order controls, market-data handling, and trading-system integration.

• Partner with quantitative researchers and traders to translate trading ideas, models, and execution requirements into production-quality software.

• Contribute across the full development lifecycle — requirements, design, implementation, testing, deployment, monitoring, and ongoing optimisation.

• Analyse trading and market data to improve execution quality, system performance, and operational robustness, and investigate pricing, market-data, latency, connectivity, and production issues.

• Collaborate across global locations and apply modern tooling, including AI-assisted development, to enhance productivity, code quality, and testing.

• Professional software-development experience in C++, with strong problem-solving skills on complex, time-sensitive technical challenges.

• A solid grasp of software-development best practices and the end-to-end development lifecycle, automated testing, CI/CD, and observability.

• Experience working closely with quantitative researchers, traders, portfolio managers, or other front-office stakeholders.

• Knowledge of low-latency trading systems, performance optimisation, concurrency, profiling, and Linux development/troubleshooting.

• Understanding of communication and messaging technologies such as TCP/IP, UDP multicast, HTTP/REST, gRPC, FIX, Protocol Buffers, and ring buffers; familiarity with Kafka, Solace, or Aeron is a plus.

• Experience with time-series/analytical platforms such as kdb+/q and working with large or complex datasets.

• Domain experience with equity or index options, volatility surfaces, implied vol, Greeks, skew, and delta hedging, and/or options market-making and APAC volatility execution.

• Strong communication skills, a collaborative mindset across time zones, and a Bachelor's or higher in a quantitative/technical discipline (or equivalent practical experience).

Requirements

• Right to work in the APAC region with onsite availability.
• Full-time employment in Asia.
• Start date: 30/09/2026.
• Duration: 2 weeks.

If you have the relevant skills and experience, please apply with an updated CV.