Software Engineer – Trading Systems (C++)

A leading quantitative trading firm in Kuala Lumpur is seeking a highly skilled Software Engineer specialising in Trading Systems with deep expertise in C++. This is an exceptional opportunity to design, build, and optimise mid- to high-frequency trading systems for equities and cryptocurrency markets.

What you'll do:

As a Software Engineer – Trading Systems (C++), you will play a pivotal role in shaping the future of algorithmic trading by architecting high-performance solutions for both equities and cryptocurrency markets. Your day-to-day responsibilities will involve hands-on development of ultra-low latency systems using the latest C++ standards. You will collaborate extensively with quant researchers to translate complex strategies into scalable production code while partnering with infrastructure engineers on deployment optimisations. Success in this role requires meticulous attention to detail when profiling code for speed and throughput, as well as a proactive approach to building resilient systems that can withstand the rigours of live trading environments. By integrating advanced monitoring tools and disaster recovery mechanisms, you will help ensure uninterrupted operation of critical trading platforms.

• Design and develop ultra-low latency trading systems using modern C++ standards (C++17/20) for US equities and crypto markets, ensuring optimal performance and reliability.
• Implement efficient market data handlers, order execution gateways, and risk control modules that support real-time decision-making across multiple venues.
• Develop comprehensive backtesting and simulation frameworks to facilitate quant research and strategy development, enabling rapid prototyping and validation of new ideas.
• Profile and tune code for sub-millisecond performance and high throughput, applying advanced optimisation techniques to minimise network, kernel, and serialization overheads.
• Optimise order routing and feed handling for various protocols such as FIX, native APIs, and WebSocket to ensure seamless integration with external exchanges.
• Collaborate closely with quant researchers to integrate sophisticated trading strategies into production systems while maintaining system integrity.
• Work alongside infrastructure teams on bare-metal deployments, low-latency networking configurations, and time synchronisation using technologies like PTP.
• Build robust fault-tolerant systems equipped with real-time logging, monitoring, and alerting capabilities to guarantee high availability and disaster recovery readiness.
• Ensure all systems are designed for scalability and reliability under demanding market conditions by implementing best practices in software engineering.
• Adapt work schedules to accommodate US trading hours (3pm to 12am Singapore time), demonstrating flexibility in supporting global market operations.

What you bring:

To excel as a Software Engineer – Trading Systems (C++), you will bring a wealth of technical knowledge spanning advanced C++ programming paradigms suited for ultra-low latency environments. Your background should include hands-on experience optimising network paths and kernel interactions while maintaining rigorous standards for reliability. Familiarity with diverse market data protocols enables you to integrate seamlessly with external exchanges. A solid foundation in quantitative finance concepts ensures you understand the nuances of strategy implementation within real-time systems. Your expertise extends beyond coding; you are adept at troubleshooting complex issues using industry-standard debugging tools. Experience working within Linux-based infrastructures is crucial as is your ability to navigate both cloud-native and on-premises deployments. Academic credentials coupled with several years’ exposure to high-performance computing or financial technology environments round out your profile. Soft skills such as clear communication across cross-functional teams and an enthusiastic approach towards collaborative problem-solving are highly valued.

• Expert-level proficiency in C++17/20 programming including multi-threading, lock-free data structures, and template metaprogramming techniques essential for low-latency applications.
• Demonstrated experience with low-latency optimisations such as NUMA awareness, kernel bypass methods (RDMA/DPDK), TCP/UDP tuning for network efficiency.
• Comprehensive understanding of market microstructure principles relevant to US equities and crypto venues which informs effective system design.
• Familiarity with market data protocols including ITCH, OUCH, FIX, WebSocket APIs as well as exchange-specific APIs required for seamless integration.
• Proven track record in real-time data processing using event-driven architectures that support high-frequency trading operations.
• Solid grasp of mid/high-frequency trading strategies including order types, execution algorithms, risk management practices, and position tracking methodologies.
• Advanced skills in Linux systems programming combined with network programming expertise necessary for deploying robust solutions on bare-metal hardware.
• Experience utilising build systems such as CMake or Bazel along with profilers/debuggers like gperf, perf, or valgrind for code quality assurance.
• Knowledge of cloud-native deployments alongside traditional on-premises setups considered advantageous for hybrid infrastructure environments.
• Bachelor’s or Master’s degree in Computer Science, Electrical Engineering or related field plus 3–7 years’ experience in low-latency trading systems or HPC settings.

What sets this company apart:

This organisation stands out through its commitment to fostering an inclusive environment where collaboration between quants, engineers, and researchers drives innovation in global financial markets. Employees benefit from flexible working arrangements tailored around international trading schedules—enabling work-life balance even during peak market hours. The company invests heavily in professional growth by providing access to state-of-the-art technology stacks alongside ongoing training opportunities designed to keep your skills sharp. Performance-based bonuses reward impactful contributions while the supportive leadership team encourages open dialogue across all levels of the business. As part of a fast-growing quantitative trading firm operating at the cutting edge of financial technology, you will have direct influence over mission-critical projects that shape the future of algorithmic trading worldwide.

What's next:

If you are passionate about building world-class trading systems that power global markets—and thrive in collaborative environments—this is your chance to make a meaningful impact.

Apply today by clicking on the link below; take the next step towards joining an enthusiastic team dedicated to excellence in quantitative finance.

Do note that we will only be in touch if your application is shortlisted.

Agensi Pekerjaan Robert Walters Sdn Bhd
Business Registration Number : 729828-T
Licence Number : JTKSM 423C