Quant jobs / Schonfeld

Quantitative Developer

A developer on Schonfeld's Hong Kong systematic trading team, building and maintaining high-performance trading systems and tools. The work is alongside quantitative researchers and engineers.

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.

Build and maintain market data, order management and trading applications
Optimise existing software for performance and scalability
Test systems rigorously and monitor them live
Review code and improve engineering practice

What they ask for

Required

C++ and Python
SQL and KDB
Algorithms and data structures
Software design
Finance-industry development experience
Problem solving

Preferred

Systematic trading systems
DevOps and CI
Risk reporting and pre/post-trade troubleshooting
Market data from Reuters, Bloomberg and exchange protocols
Cloud platforms
ML and data analysis

Education: Master's in computer science, engineering or a related field.
Experience: 5+ years of software development in the financial industry
Languages and tools: C++
Python
SQL
KDB+/q

How to prepare

Build a small order management or market data handler in C++
Learn KDB+/q for tick data queries
Study pre-trade and post-trade controls and reconciliation
Learn FIX and exchange-native market data protocols

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 Schonfeld’s site before applying: requirements, location and pay can change after we check them.

View the posting on Schonfeld’s site ↗

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