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