Quantitative Developer

Key Responsibilities

• Design and build high-throughput, event-driven trading systems for multi-venue crypto markets

• Develop performance-critical components in Rust, including execution engines, order management systems, and market data processing

• Build and maintain exchange connectivity across multiple venues using REST, WebSocket, and FIX APIs

• Develop market data pipelines and real-time tick processing systems to support both trading and research

• Implement and maintain backtesting, simulation, and strategy evaluation frameworks in close collaboration with quantitative researchers

• Improve system reliability, observability, and operational tooling (monitoring, alerting, incident response)

• Maintain and support production trading systems operating 24/7, including monitoring system health, diagnosing issues, and implementing robust recovery mechanisms

• Actively leverage AI coding as a core part of the development workflow to accelerate delivery and improve code quality

Qualifications

• Bachelor's or Master's degree from a top-tier university, majoring in Computer Science, Software Engineering, Mathematics, Physics, Statistics, or a related STEM field

• 2+ years of Rust experience, or less with demonstrably strong systems engineering fundamentals and the ability to ramp up quickly

• Proficiency in Python or Java(at least one required); experience with both is a plus

• Experience in crypto trading, HFT, or financial systems

• Deep expertise in concurrency primitives, lock-free programming, and cache-locality optimization to maximize CPU efficiency

• Experience building high-performance systems or data infrastructure

• Experience working with real-time data streams and exchange APIs

• Curious, highly adaptable, and genuinely passionate about trading systems and market microstructure

Preferred

· Familiarity with exchange APIs and order management systems

· Experience in DEX mechanics or CEX matching engine nuances

· Experience with low-latency networking (TCP/UDP, kernel bypass, DPDK, etc.)

· Experience building quant trading infrastructure or simulation frameworks

· Familiarity with Linux systems, cloud infrastructure, and observability tools