• HFT experience- US/ Crypto Markets
• Attractive package with well career development

We are a fast-growing quantitative trading firm specialising in mid- to high-frequency strategies across US equities and cryptocurrency markets. We are looking for a talented Low Latency Quant Systems Developer to design, build, and optimise ultra-high performance trading platforms that operate at microsecond-level latency.

This is a hands-on technical role where you will work closely with quant researchers, traders, and infrastructure engineers to deliver production-grade, real-time trading systems. You will focus on creating low-latency architectures for market data handling, order execution, and risk management at scale.

• Design and develop high-performance trading systems using modern C++ (C++17/20) for equities and crypto venues.
• Build efficient market data processors, order execution gateways, and real-time risk control modules.
• Create and enhance backtesting and simulation frameworks to support quantitative strategy research and development.
• Continuously profile, optimise, and tune code for sub-millisecond performance, minimising network, kernel, and serialization overheads.
• Implement advanced low-latency techniques (NUMA awareness, kernel bypass, RDMA, DPDK, TCP/UDP tuning) across critical execution paths.
• Collaborate with quant teams to integrate new trading strategies into live production environments.
• Partner with infrastructure specialists on bare-metal deployments, low-latency networking, and precision time synchronisation.
• Ensure system reliability through robust monitoring, logging, alerting, fault-tolerance, and disaster recovery mechanisms.

• Expert-level proficiency in modern C++ including multi-threading, lock-free data structures, and template metaprogramming.
• Strong hands-on experience with low-latency optimisations and high-performance computing environments.
• Deep understanding of US equity and crypto market microstructure, order types, and execution algorithms.
• Practical knowledge of major market data and execution protocols (ITCH, OUCH, FIX, WebSocket, native exchange APIs).
• Solid experience in Linux systems programming and network programming.
• 3–7 years of relevant experience building low-latency trading systems or in HPC environments.
• Bachelor’s or Master’s degree in Computer Science, Electrical Engineering, or a related quantitative field.
• Strong problem-solving, debugging skills, and the ability to thrive in a fast-paced, iterative environment.

Nice-to-Have (Bonus Points)

• Experience with GPU acceleration (CUDA) or FPGA programming.
• Knowledge of blockchain protocols and cryptography for crypto execution systems.
• Python scripting for data analysis or integration tools.

• Opportunity to work on cutting-edge, high-impact trading infrastructure in global markets.
• Competitive compensation package with performance-based bonuses.
• Collaborative environment with top quants, researchers, and engineers.
• High-ownership role in a rapidly expanding quantitative trading firm.