Quantitative Product Development Engineer（HK）

Responsibilities

• Deeply participate in the development and maintenance of equity and futures trading products. Continuously improve online service quality through technical engineering and assume ownership of the reliability of the live trading environment.
• Collaborate closely with Quantitative Researchers to facilitate the deployment and continuous iteration of diverse strategies at varying scales. Ensure these strategies execute efficiently in the production environment to generate substantial returns.
• Guarantee the stable operation of live trading systems. Manage production incidents during trading hours and maintain readiness to address critical emergency situations.
• Optimize the performance of trading and order execution systems across multiple dimensions, including computation, storage, networking, and hardware resources.

Qualifications

• Bachelor’s degree or higher in Computer Science or a related field.
• Minimum of 2 years of relevant professional experience.
• Proficiency in the Linux operating system.
• Technical proficiency in at least one of the following):
• C++ and one scripting language.
• Python 3 and one strongly typed language (e.g., Java, Go, Rust).
• Familiarity with the full production lifecycle and iteration workflows of online services, with an understanding of technical methods to enhance service reliability.
• Familiarity with engineering best practices including Git, code review, and CI/CD. Adept at building developer tools with a pursuit of technical excellence.
• Strong interest in quantitative trading; fluent in both Chinese and English.

Preferred Qualifications

• Award winners in ACM/ICPC, NOI/NOIP, or other major informatics competitions.
• Experience maintaining mission-critical products with high complexity and massive scale.
• Strong system design capabilities, with the ability to architect systems for performance, reliability, and availability.
• Experience in financial trading systems or post-trade workflow development.