Quant jobs / Akuna Capital

Quantitative Developer

A C++ development role on the quant trading and research team of an options market maker in Shanghai. It builds the production code and data pipelines behind trading strategies.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Write production C++ for pricing models and execution logic
Improve the data and research pipeline
Optimise performance of strategy code
Propose codebase improvements with researchers and traders

What they ask for

Required

3+ years of performant modern C++
Degree in CS, engineering, maths or equivalent
Data-driven decision making
Interest in learning markets
Technical interviews in English

Preferred

Multi-threaded and multi-core programming
High-frequency trading experience
Numerical methods, optimisation or signal processing
Computer architecture or HPC

Education: BS/MS/PhD in CS, engineering, maths or equivalent
Experience: 3+ years of modern C++ application development
Languages and tools: C++
Markets: options

How to prepare

Build a low-latency C++ component such as an order book with benchmarks
Study concurrency, memory layout and cache behaviour
Learn how options pricing is implemented in code
Profile a data pipeline for throughput

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Akuna Capital’s site before applying: requirements, location and pay can change after we check them.

View the posting on Akuna Capital’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Akuna Capital and doesn’t handle applications.