We are looking for a Quantitative Developer to join a high-performance trading technology team focused on building and optimizing real-time market-making systems across multiple crypto derivatives exchanges.
In this role, you will work closely with senior engineers and traders to design, build, and enhance latency-sensitive trading infrastructure, including execution systems, market data pipelines, and exchange connectivity. This position is ideal for engineers who enjoy solving complex performance challenges in event-driven, low-latency environments.
Key Responsibilities
- Develop and maintain latency-critical components of the trading platform, including market data handlers, order routing systems, and quoting engines
- Optimize system performance by improving latency, throughput, and jitter across trading and market data pipelines
- Build and maintain exchange connectivity using WebSocket, REST, and FIX-style APIs
- Profile, debug, and tune system performance in cloud-hosted and distributed environments
- Develop internal monitoring and analytics tools to track latency metrics, order round-trip times, and market data delays
- Implement performance optimizations such as CPU pinning, garbage collection tuning, and asynchronous event loop improvements
- Contribute to automated stress-testing and load-testing frameworks to simulate exchange conditions and high market volatility
- Collaborate with traders to support strategy configuration, safeguards, and scenario testing
Requirements
- 5+ years of experience building low-latency or high-performance distributed systems
- Strong programming skills in Python and at least one high-performance language such as Rust or C++
- Experience developing market data systems, order management systems, or internal order books
- Familiarity with low-latency programming techniques (e.g. lock-free structures, ring buffers, cache optimization)
- Hands-on experience with performance profiling and system tuning
- Good understanding of network latency and system-level performance factors
- Familiarity with exchange microstructure, including order types, rate limits, order book events, and trading halts
- Experience working with containerized environments (Docker) and automated deployment pipelines
- Experience with Pub/Sub or streaming frameworks such as Kafka, NATS, Redis Streams, or similar
- Prior experience working in crypto trading, market making, or electronic trading environments is highly preferred
- Familiarity with CEX API behaviours and exchange-specific quirks
Reg. No. R1768414
BeathChapman Pte Ltd
Licence no. 16S8112
