Job Description
Key Responsibilities
- Design, develop and maintain market maker core systems including order book management, pricing engine, inventory management, and automated order handling logic
- Implement automated market-making strategies covering bilateral quoting, spread control, risk limits, and hedging mechanisms
- Develop high-performance, low-latency order interaction logic supporting connectivity with multiple major exchanges
- Integrate with exchange REST/WebSocket APIs (both private and public interfaces) supporting parallel operation across multiple trading pairs
- Build real-time market data processing modules including K-line generation, tick data processing, and depth feed handling
- Optimize system latency, throughput and stability to ensure reliable operation under high-frequency trading conditions
- Establish and maintain monitoring, alerting and logging systems to ensure system observability
- Participate in system architecture design, disaster recovery planning, and rapid troubleshooting
- Collaborate with quantitative teams to continuously improve market-making strategies and risk control capabilities
Job Requirements
- Expert proficiency in Golang or Java with demonstrated ability in high-concurrency, high-performance system development
- Mandatory experience developing for cryptocurrency or traditional financial exchanges
- Required experience building market-making systems including quoting, inventory management, hedging and automated order handling modules
- Deep understanding of spot and derivatives order book structures, matching logic and order types
- Familiarity with centralized exchange APIs (REST/WebSocket) including private interfaces
- Strong knowledge of asynchronous architectures, message queues, coroutine scheduling and memory optimization
- Ability to independently design trading system components and maintain production systems
- Significant bonus for candidates with commercially deployed or demonstrable market-making systems
- Preferred experience leading development of stable market-making systems covering multiple trading pairs for 6+ months
- Experience with quantitative trading or market-making strategy development (spread strategies, inventory algorithms)
- Knowledge of hedging systems, risk engines, circuit breakers and kill-switch mechanisms
- Background with Web3 exchanges, market makers or quantitative trading firms
- Familiarity with low-latency network programming, lock-free data structures and cache optimization techniques
Benefits
- Remote work flexibility
- 20 days annual leave
- Flexible working hours


