Role Overview
Our client is seeking a Quantitative Developer to design and optimize low-latency crypto execution infrastructure. The role focuses on exchange connectivity, real-time data processing, and strategy integration—ensuring that trading systems perform with speed and precision across both centralized (CEX) and decentralized (DEX) exchanges. This is a hands-on, technical role ideal for individuals who enjoy writing high-performance code, understanding order books, and bringing strategies into production quickly.
Key Responsibilities

• Build and maintain low-latency exchange connectors (REST, WebSocket, FIX) across major crypto venues.
• Develop and optimize market data pipelines, order routing, and execution logic for maximum speed and reliability.
• Collaborate with researchers to productionize market-neutral and market-making strategies across venues.
• Profile and tune trading systems for latency, throughput, and stability in live environments.
• Implement real-time monitoring and performance benchmarking tools.
• Deploy and manage components on AWS and containerized environments (Docker/Kubernetes).
• Contribute to core infrastructure supporting signal ingestion, backtesting, and execution simulation.

• 1–3 years of experience in quantitative development or low-latency trading, ideally within crypto, HFT, or market-making.
• Strong programming proficiency in C++ or Rust, with production-level Python experience.
• Experience integrating exchange APIs (REST/WebSocket/FIX) and managing real-time data streams.
• Understanding of market microstructure, order types, and execution dynamics in digital assets.
• Familiarity with Kafka or similar event-driven systems, and AWS (EC2, S3, CLI).
• Knowledge of asynchronous system design, network optimization, and multithreaded performance.
• Bonus: Experience with Clickhouse, DEX integration (Web3, RPCs, MEV-aware routing), or low-latency Linux tuning.