Design, develop, and maintain high‑performance trading systems, including low‑latency market data processing and order execution logic.
Optimize strategy algorithms to ensure ultra‑low latency, high throughput, and system stability in production environments.
Collect, analyze, and evaluate core performance metrics of the trading system; conduct module‑level performance optimization.
Build and maintain high‑performance backtesting frameworks and tools to support quantitative researchers.
Collaborate closely with quantitative researchers and infrastructure teams to continuously improve trading system efficiency and reliability.
Job Requirements
Bachelor’s degree or above in Computer Science or a related field.
5+ years of experience in Rust and/or C++ development, with at least 2 years of experience in a high‑frequency trading (HFT) team.
Strong understanding of low‑level system principles, including multithreading, concurrency models, lock‑free or lock‑optimized design, and performance tuning.
Hands‑on experience developing core infrastructure components, such as message queues, caching systems, and distributed storage.
Familiar with communication protocols such as WebSocket and REST, with practical experience in service development and debugging.
Experience deploying and operating systems on cloud platforms (e.g., AWS), including resource monitoring and observability using services such as ECS, CloudWatch, and logging systems.