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about the company.
A sophisticated quantitative trading firm specializing in digital asset liquidity and high-frequency market making. The organization is driven by a high-performance culture that merges advanced financial engineering with cutting-edge technology to navigate volatile global markets.
about the job.
This role involves developing and refining high-frequency trading infrastructure to ensure ultra-low latency execution and robust market data processing.
Engineer and enhance performance-critical components including order routing systems and real-time quoting engines.
Develop and optimize high-speed exchange connectors utilizing various communication protocols for seamless market access.
Perform deep-level system tuning and profiling to minimize jitter and maximize throughput across data pipelines.
Construct internal diagnostic tools to monitor network latency, round-trip times, and queue states for live trading strategies.
Partner with the trading desk to implement automated stress-testing frameworks and define risk management safeguards.
skills and experience required.
Minimum of 5 years of experience in developing latency-sensitive applications within a quantitative or high-frequency trading environment.
Advanced proficiency in Python coupled with strong expertise in a systems-level language such as C++ or Rust.
Deep understanding of low-latency engineering principles including lock-free structures, memory alignment, and CPU pinning.
Practical experience with containerization technologies and stream-processing frameworks for distributed event-driven architectures.
Comprehensive knowledge of exchange microstructure, including order book dynamics, rate limits, and market-data handler construction.
Please click on the apply button to apply online. For more information, please reach out to Vievien Nathan (EA: 94C3609)
Job ID: 138133959