Responsibilities 1. Market Making & Quantitative Trading System Development - Design and develop high-performance market-making engines and automated trading system architectures. - Create market-making logic, pricing models, and order management systems for multiple trading products (Spot, Perpetuals, Options). - Build low-latency matching and interaction components (Order Entry, Market Data Handler, Risk Engine). 2. Market-Making Strategy Modeling & Optimization - Model and iterate traditional market-making strategies (spread, inventory risk, quote refresh). - Leverage high-frequency market data, orderbook depth, and microstructure signals to enhance strategy responsiveness and robustness. - Refine anti-liquidation, order cancellation, and price-protection mechanisms for extreme market conditions. 3. Low-Latency & High-Throughput Optimization - Optimize network and matching latencies across TCP/UDP, WebSocket, FIX, and binary protocols. - Conduct code-level performance tuning in C++, Rust, and Python. - Architect and deploy highly available, resilient trading systems with failover and recovery capabilities. 4. Data-Driven Modeling & Backtesting - Validate strategies, perform data cleansing, and build models using real-time and historical tick data. - Develop high-performance backtesting frameworks supporting orderbook-level and distributed scenarios. - Establish monitoring dashboards for key metrics (PNL, Sharpe ratio, inventory, fill ratio, slippage). 5. Trading Risk Control - Contribute to market-making risk models covering inventory, gamma, exposure, and volatility. - Implement automated risk-control engines (position limits, loss limits, circuit breakers). - Optimize capital efficiency and position structures. 6. Cross-Team Collaboration - Coordinate with exchange technology teams on API integration, performance tuning, bandwidth, and matching engine details. - Partner with quantitative researchers to deploy strategies and validate performance. - Mentor junior and mid-level engineers in developing and debugging trading systems. Requirements - Proficiency in Java, Python, or C++, with hands-on experience in low-latency systems, high-performance concurrency, and network communication. - Deep understanding of TCP/UDP, multithreading, shared memory, lock-free programming, and asynchronous paradigms. - Familiarity with Web3 trading platform APIs (FIX, WebSocket, binary) and market microstructure. - 3–5 years of quantitative or market-making strategy development experience at tier-1 or tier-2 leading platforms. - Expertise in orderbook depth analysis, order flow modeling, and microstructure signal interpretation. - Mastery of at least one trading strategy category (market making, high-frequency trading, CTA, arbitrage). - Experience with Pandas, NumPy, Polars, and Flink/Spark is a plus. - Ability to model and extract signals from large-scale tick data. - Proficiency with Linux, Docker, Kubernetes, and CI/CD pipelines. - Experience building low-latency infrastructure is a plus. - Hands-on experience with cloud environments (AWS, GCP, Azure) and the ability to independently lead projects and system modules. - Strong analytical and problem-solving skills, with the ability to triage issues quickly under high-pressure, time-sensitive scenarios. - Bachelor’s degree or higher in Computer Science or a related field.