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6 дней назад

Quantitative C++ Developer Intern (AI)

Формат работы
onsite
Тип работы
project
Грейд
trainee
Английский
b2
Страна
China
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Quantitative C++ Developer Intern (AI) (Quantitative Trading/C++): Developing and optimizing low-latency trading systems, market data engines, and strategy backtesting frameworks with an accent on high-performance algorithms, concurrency, and agentic AI tooling. Focus on building efficient data structures, integrating LLM tools into quantitative research workflows, and translating trading strategies into robust production code.

Location: Hong Kong, Hong Kong

Company

hirify.global is a global multi-manager hedge fund investing across quantitative, tactical, fundamental equity, and discretionary macro and fixed-income strategies.

What you will do

  • Develop and optimize low-latency trading systems, market data engines, and strategy backtesting frameworks.
  • Implement high-performance data structures and algorithms for core trading and research modules.
  • Explore and integrate agentic AI and LLM tools for strategy research, code generation, and research workflows.
  • Collaborate with quantitative researchers and traders to translate strategy logic into efficient, robust code.
  • Write technical documentation and build reusable components and development tooling.

Requirements

  • Pursuing a Bachelor's or Master's degree in Computer Science or a related field.
  • Strong C++ fundamentals, including the STL, memory management, and template programming.
  • Solid understanding of data structures, algorithms, and time and space complexity.
  • Comfort working in a Linux development environment.
  • Hands-on experience with agentic AI and LLM applications.

Nice to have

  • Competitive programming achievements or strong contest rankings, such as ICPC, CCPC, Codeforces 2000+, USACO, NOI/NOIP, or equivalent.
  • Experience with quantitative projects, strategy backtesting, high-frequency trading systems, or market data engines.
  • Knowledge of multithreading, concurrency, lock-free data structures, or network programming including TCP/UDP and multicast market data.
  • Proficiency in Python for rapid prototyping, data analysis, and C++ integration.
  • Open-source contributions.

Culture & Benefits

  • Three- to six-month internship including the summer, with potential progression to a full-time role.
  • One-on-one mentorship from senior quantitative engineers and researchers.
  • Exposure to production-grade trading systems and modern AI tooling.
  • Dedicated manager, learning sessions, hands-on skills workshops, and networking opportunities with senior leaders.
  • Collaborative environment with learning, educational, inclusion, and community initiatives.

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