About the role
Harbour Point runs a systematic equities and futures book across Hong Kong, Tokyo and Sydney sessions. The technology team sits physically on the trading floor — four developers, three quant researchers, one head of desk — and everything from signal research to order routing is built in house. There is no vendor OMS to blame.
This seat exists because we are rewriting the intraday pricing and risk layer that currently runs as a single-threaded Python service and can no longer keep up with the Asia open. You would own the replacement: a C++ core with Python bindings the researchers already know how to drive, plus the tooling to prove the new numbers match the old ones tick for tick before anything goes live.
You will work directly with portfolio managers who will tell you within minutes if a latency regression cost them a fill. If you want a role where the feedback loop is measured in hours rather than quarters, this is it. The desk operates in English; Chinese is genuinely not required.
What you'll do
- Design and build the low-latency pricing, position and risk service that supports the Asia systematic book.
- Own the C++ core and its Python bindings end to end, including the build, test and release pipeline.
- Instrument the execution path and reduce tick-to-order latency with evidence, not folklore.
- Build a shadow-run harness that reconciles the new engine against the incumbent before cutover.
- Support researchers by turning prototype notebooks into production strategies that survive a bad morning.
- Take part in the desk's follow-the-sun production support rota for Asia hours.
What we're looking for
- 6+ years writing production C++17 or newer in a latency-sensitive environment.
- Strong Python for research tooling and bindings — pybind11 or equivalent.
- Hands-on experience with market data handling, order lifecycle and exchange connectivity.
- Master's degree in computer science, engineering, mathematics or a quantitative discipline.
- The judgement to say no to a change that would put the book at risk on a Monday morning.
Nice to have
- Prior work with HKEX OMD-C, OCG or Japanese and Australian venue protocols.
- Experience with kdb+/q or another column-store time-series database.
- Familiarity with FPGA or kernel-bypass networking.
- Open-source contributions we can read.
What you get
- Employment visa sponsorship and relocation support for you and your family
- Two remote days per week outside earnings and roll periods
- Top-tier medical for you and dependants, no waiting period
- 20 days annual leave plus a two-week sabbatical at five years
- Hardware and conference budget with no approval theatre
Skills & keywords
Priya Raghavan
Head of Systematic Trading Technology · reviews applications personally
Listing ID JOB-FIN-003 · Closes 16 Oct 2026 · HKjobs never asks candidates to pay a fee. Report this listing