About this role
Location: Shenzhen
About the role
We are a global proprietary trading firm hiring a quant developer to build and optimise low-latency, cross-exchange arbitrage systems for crypto trading across CEXs and DEXs (i.e. Binance, OKX, Bybit, Hyperliquid).
Responsibilities
- Design and build a high-frequency (HFT) arbitrage system across multiple exchanges.
- Reduce tick-to-trade latency through co-location, network tuning, API/WebSocket optimisation and self-hosted nodes.
- Build market data handlers, order execution and hedging logic.
- Handle partial fills, leg risk, rate limits and exchange outages.
- Monitor latency and fill quality, and build kill switches and risk limits.
Requirements
- 3+ years building HFT or arbitrage systems across multiple exchanges at a trading firm.
- Proven latency reduction in live production, with numbers.
- C++ or Rust required. Python or Go a plus.
- Skills in lock-free programming, CPU pinning, kernel bypass and Linux performance tuning.
- Knowledge of REST, WebSocket and FIX APIs, order books and perpetual futures.
- Bachelor’s degree or above in Computer Science, Engineering or Mathematics.
Strongly preferred
- On-chain experience: RPC, transaction signing, Hyperliquid or other DEX nodes.
- Exchange co-location experience