Quantitative Developer (Algo)

Who We Are:
Y-Intercept (Hong Kong) Limited is a quantitative investment management firm dedicated to delivering high-quality returns, supported by tested and proven investment strategies across various asset classes and global financial markets. We pride ourselves on and value intellectual curiosity and hard work, investing in people who are driven to learn and achieve. We are a merit-focused and talent-driven organization, characterized by compassion, respect, and modesty among our team members. We believe in maintaining a healthy and happy lifestyle in an intellectually stimulating environment.
Responsibilities:
Develop and implement robust, high-performance code (primarily in C#) for the firm’s automated trading strategies and execution platform
Collaborate with traders and quantitative researchers to design, build, and optimize software for algorithmic trading strategies
Develop and maintain back-testing engines, ensuring accurate simulation of production trading behavior and thorough analysis of results
Conduct rigorous testing, including unit, integration, and end-to-end system testing, to ensure system reliability, scalability, and performance
Monitor system performance using key performance indicators (KPIs), identify issues, and implement necessary improvements
Support live trading operations as needed, working closely with trading, execution, and infrastructure teams
Provide project management support as needed, including capacity planning, performance upgrades, reporting, and documentation
Required Technical Qualification, Skills, and Experience:
A bachelor’s degree in Computer Science, Engineering, or a related technical field is required
Minimum of 3 years of related work experience
Proficiency in C# or C++
Experience with multi-threading, reflection, and memory/CPU profiling is highly preferred
Knowledge in hardware optimization is a plus (CPU, GPU, Network)
Experience in user interface (UI) development
Familiarity with object-oriented design, algorithmic development patterns, Windows, and Linux operating systems
Product knowledge in equities, derivatives, fixed income, and other asset classes
Strong organisational skills, attention to detail, and excellent written and verbal communication skills
Self-motivated, disciplined, and able to operate independently as well as part of a team
Location:
Central, Hong Kong
Y-Intercept (Hong Kong) Limited is an equal opportunity employer.