Trading Systems Engineer - Quantitative Execution - J13214

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.

• Work directly with Quantitative Researchers to take new statistical models from research prototypes into live execution.
• Maintain complete technical ownership over live trading platform reliability across equity and futures markets.
• Handle real-time incident triage and emergency troubleshooting during active market hours.
• Tune and optimize execution infrastructure across Linux kernel configuration, storage pipelines, networking stacks, and hardware resources.
• 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):

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

For Junior Roles (Singapore):

• 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).
• Strong computer science fundamentals; comfortable working across multiple languages (C++, Python, Java, Go, Rust, or C#).
• Solid command of Linux environments and automation scripting.
• Strong desire to learn algorithmic trading infrastructure and manage live system reliability.

• Professional fluency in English; Mandarin is a big plus since there are many Chinese stakeholders

Preferred Distinctions:

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

Why Apply To This Role

• Direct Business Visibility: You sit directly with the quant researchers generating alpha. Your code directly impacts live execution quality and fund returns.
• Low Bureaucracy: Quick release cycles, modern tooling (Git, CI/CD, containerized workflows), and an engineering-led leadership team that eliminates red tape.
• 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.

With well over a decade of a solid and enviable track record behind us, headquartered in Hong Kong, Pinpoint Asia Infotech Pte Ltd (EA License: 16C8291) is the go-to IT Search Firm for several top Investment Banks and Financial Institutions.

If you are interested in the above position, please send your CV to Charlie Kim @ resume.sg@pinpointasia.com (EA Registration number: Reg No: R23112483) and include the Trading Systems Engineer - Quantitative Execution - J13214 in the subject title.