Quant jobs / NLS

C++ Market Data Engineer - Global Trading Firm - Hong Kong

A recruiter seeks a C++ market-data engineer for an unnamed trading firm. The role builds low-latency feeds, order-book state and reliable data distribution.

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.

Implement exchange-feed parsers and normalised data services.
Build order-book and market-state components.
Improve sequencing, replay and recovery while profiling performance.

What they ask for

Required

Modern C++
Network and binary-protocol programming
Linux profiling
Concurrency and lock-free techniques
Market-data and order-book concepts

Education: No degree requirement stated.
Experience: 3 or more years in relevant engineering work.
Languages and tools: C++
Linux
CMake
perf
gdb
valgrind

How to prepare

Reconstruct an order book from sequenced feed messages.
Build replay tests for packet loss and recovery.
Benchmark parser latency and memory use under burst traffic.

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

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

View the posting on NLS’s site ↗

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