Job Responsibilities

• Design and develop the exchange market-making quantitative trading system, including core modules such as market data subscription, market-making strategy execution, order placement, risk control, and slippage management
• Build low-latency, high-concurrency market-making trading services based on Go / Java, ensuring stability under high-frequency market conditions
• Design and implement market-making risk control modules, including position control, exposure limits, order frequency limits, and abnormal market protection
• Continuously optimize end-to-end system latency (market data → decision-making → order execution → execution feedback), identify and eliminate performance bottlenecks
• Collaborate with matching, risk control, and clearing systems to ensure market-making activities comply with exchange rules and risk requirements
• Monitor and analyze market-making performance (spread, depth, fill rate), and continuously improve system efficiency and strategy execution

Job Requirements

• 3+ years of experience in quantitative trading system development
• Proficient in Go and Java with real production environment experience
• Strong concurrent programming and system design skills, familiar with Go goroutines and Java concurrency frameworks
• Practical experience with low-latency systems and understanding of how network latency, serialization, GC, and lock contention affect trading systems
• Familiar with risk control models and implementation in trading systems, able to translate rules into stable engineering logic
• Familiar with common infrastructure: MySQL, Redis, Kafka (or similar messaging systems)
• Strong debugging and troubleshooting skills, able to independently resolve production performance and stability issues

Preferred Qualifications (Plus Points)

• Experience in exchange market-making, quantitative trading, or automated trading systems
• Understanding of matching engine principles, order book structure, and order types (Limit, Market, IOC, FOK, etc.)
• Experience in derivatives, perpetual contracts, leverage trading, or copy trading market-making
• Familiar with Linux performance tuning and production incident handling experience