О компании
GTE is the world’s fastest decentralized trading venue, backed by GSR, IMC, Flow Traders, and other top-tier market makers and VCs.
Обязанности
- Contribute to the design, implementation, and maintenance of high-frequency off/on-chain systems for quantitative research, simulation, and real-time trading at massive scale.
- Partner with our Quantitative Risk Management team to translate models, signals, and hypotheses into robust, efficient production code.
- Develop scalable research platforms for data ingestion, feature computation, monitoring, and backtesting across large datasets and diverse markets.
- Optimize performance and reliability of trading and analytics systems, with attention to latency, throughput, and stability.
- Build tools and libraries that accelerate research and off/on-chain monitoring workflows and ensure reproducibility across teams.
Требования
- Bachelor’s, Master’s, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related technical field.
- Strong programming proficiency in C++ or Rust or Python, with clean, maintainable coding style and solid debugging skills.
- Deep understanding of data structures, optimization algorithms, and system design; experience with distributed systems, parallelization, memory management, or HPC is a plus.
- Experience building or supporting quantitative finance research frameworks, big data pipelines, or algorithmic trading systems.
Условия
- Remote work or office in NYC (relocation help may be provided in some cases).
- 150-250k USD/year gross salary + tokens (up to 750k total compensation by current valuation).