About the company
Our partner is a small, high-performance team combining trading, quantitative analysis, and software engineering. You will help build and operate market-making, execution, hedging, and risk-management infrastructure across centralized and on-chain markets.
Responsibilities
- Build, maintain, and improve market-making, hedging, and inventory-management systems across centralized exchanges and on-chain markets.
- Develop and deploy production-grade software for trade execution, exchange connectivity, monitoring, and PnL attribution.
- Analyze trading performance and run structured experiments involving parameter optimization, signal generation, and order-placement logic, supported by rigorous backtesting.
- Monitor trading and risk exposure in real time across spot, perpetuals, and on-chain inventory.
- Work closely with protocol and product teams on new product launches, token listings, and evolving market structures.
- Diagnose connectivity and execution issues quickly.
- Contribute to portfolio-level thinking around inventory, hedging, execution, and risk across multiple trading venues.
Requirements
- 2–4 years of experience at a proprietary trading firm, HFT organization, or leading systematic fund in a quantitative development, core engineering, or trader-engineer role.
- Strong production-grade programming skills in Python plus meaningful systems experience with at least one of Rust, C++, or Java.
- Hands-on experience with order management systems, smart order routers, execution engines, or comparable low-latency trading infrastructure.
- Ability to read exchange protocol documentation, troubleshoot connectivity at the network layer, and reason about latency.
- Experience with multi-venue trading or portfolio systems, including inventory management, hedging, and risk across multiple books.
- Strong understanding of market microstructure, including order books, queue positioning, adverse selection, fee structures, and maker/taker economics.
- Demonstrable technical portfolio such as GitHub projects, technical write-ups, side projects, or internal tools.
- Availability to overlap with at least one of the Singapore, Hong Kong, or Tokyo trading sessions.
- Crypto or digital-asset experience is a strong advantage.
- Familiarity with Aptos, Move, Solidity, on-chain perpetuals, options market making, or open-source trading infrastructure is a plus.
- Genuine interest in combining quantitative thinking with hands-on software engineering; prior HFT trading-system experience is essential.
Conditions
- Competitive base salary.
- Variable compensation linked to delivery and team performance.
- Meaningful protocol token allocation.
- Insurance premium coverage.
- Flexible vacation time.
- Opportunity to work within a small, senior, technically sophisticated team.
- Significant ownership and responsibility from the first weeks in the role.
- Exposure to cutting-edge on-chain trading, market infrastructure, and quantitative engineering.