Quantitative Developer (Low Latency Trading)

Overview

We are looking for aQuantitative Developerto join a high-performance trading technology team focused on building and optimizing real-time market-making systems across multiplecrypto derivatives exchanges.

In this role, you will work closely with senior engineers and traders to design, build, and enhancelatency-sensitive trading infrastructure, including execution systems, market data pipelines, and exchange connectivity. This position is ideal for engineers who enjoy solving complex performance challenges inevent-driven, low-latency environments.

Key Responsibilities

• Develop and maintainlatency-critical componentsof the trading platform, including market data handlers, order routing systems, and quoting engines
• Optimize system performance by improvinglatency, throughput, and jitteracross trading and market data pipelines
• Build and maintainexchange connectivityusing WebSocket, REST, and FIX-style APIs
• Profile, debug, and tune system performance incloud-hosted and distributed environments
• Develop internal monitoring and analytics tools to tracklatency metrics, order round-trip times, and market data delays
• Implement performance optimizations such asCPU pinning, garbage collection tuning, and asynchronous event loop improvements
• Contribute toautomated stress-testing and load-testing frameworksto simulate exchange conditions and high market volatility
• Collaborate with traders to supportstrategy configuration, safeguards, and scenario testing

Requirements

• 5+ years of experience buildinglow-latency or high-performance distributed systems
• Strong programming skills inPythonand at least one high-performance language such asRust or C++
• Experience developingmarket data systems, order management systems, or internal order books
• Familiarity withlow-latency programming techniques(e.g. lock-free structures, ring buffers, cache optimization)
• Hands-on experience withperformance profiling and system tuning
• Good understanding ofnetwork latency and system-level performance factors
• Familiarity withexchange microstructure, including order types, rate limits, order book events, and trading halts
• Experience working withcontainerized environments (Docker)and automated deployment pipelines
• Experience withPub/Sub or streaming frameworkssuch as Kafka, NATS, Redis Streams, or similar
• Prior experience working incrypto trading, market making, or electronic trading environmentsis highly preferred
• Familiarity withCEX API behaviours and exchange-specific quirks

Reg. No. R1768414
BeathChapman Pte Ltd
Licence no. 16S8112