Quantitative Developer

Role Overview

This role requires strong engineering fundamentals and hands-on experience with high-performance, event-driven systems

Key Responsibilities:

• Implement latency-sensitive components of the market-making engine (market-data handlers, order routers, quoting logic)
• Optimize latency, jitter, and throughput across real-time data pipelines and execution paths
• Build and maintain exchange connectors (WebSocket, REST, FIX-like variaints) with robustness and micro-latency considerations
• Profile, debug, and optimize system performance in cloud-hostedenvironments
• Develop internal monitoring tools for latency analytics (e.g., ordeRTT, market-data delays, queue states)
• Tune garbage-collection behaviour, CPU pinning, async event loopss, and other performance parameters
• Assist in creating automated stress-testing and load-testing frameworks to simulate exchange conditions
• Work closely with traders on strategy parameters, safeguards, and scenario testing

Requirements:

• 8 years building low-latency trading systems
• Skilled in Python and C++/Rust
• Experience with market-data handlers, quoting engines, and order books
• Strong in latency optimization, performance tuning, and low-latency techniques
• Familiar with exchange microstructure, Pub/Sub frameworks, and Docker deployments
• Prior experience in crypto and traditional market-making stacks