Quantitative Developer

A fast growing HFT operating in global exchanges is looking to expand their Crypto desk. We are looking for a Senior Quantitative Developer, someone who has built Crypto trading systems from scratch and onboarded on global crypto exchanges.

Key Responsibilities

Architect and develop a scalable backtesting & simulation engine with realistic modelling of

slippage, liquidity and execution constraints.

Build the live trading engine, including OMS/EMS, order lifecycle management, and

execution routing.

Write robust pipelines for market-data ingestion, model training/inference, and post-trade

analytics.

Partner closely with our quantitative researchers to take research prototypes to production.

Implement execution algorithms (TWAP, VWAP, POV, liquidity-adaptive execution,

volatility-based slicing).

Build integration layers for real-time and historical market data ingestion across multiple

venues.

Requirements

4+ years of experience in quant/prop/hedge within a crypto domain.

Strong academic background from a Tier 1 institution in Mathematics, Engineering, Computer

Science, or related quantitative fields.

Strong hands-on programming in Python (NumPy, pandas, scikit-learn, PyTorch). Rust / C++

/ Go experience is a plus.

Proven experience building trading systems, research frameworks or backtesting engines end-

to-end.

Deep understanding of crypto market microstructure, order books, slippage modelling,

liquidity, execution quality.