Junior Trader - Quant Engineer

Accountabilities:

• • Build, maintain, and improve market-making, hedging, and inventory-management systems across centralized exchanges and on-chain markets.
  • Develop and deploy production-grade software for trade execution, exchange connectivity, monitoring, and PnL attribution.
  • Analyze trading performance and run structured experiments involving parameter optimization, signal generation, and order-placement logic, supported by rigorous backtesting.
  • Monitor trading and risk exposure in real time across spot, perpetuals, and on-chain inventory, using observed performance to improve the underlying systems.
  • Work closely with protocol and product teams on new product launches, token listings, and evolving market structures.
  • Diagnose connectivity and execution issues quickly, helping maintain reliable and low-latency trading infrastructure.
  • Contribute to portfolio-level thinking around inventory, hedging, execution, and risk across multiple trading venues.

  Requirements:

  • 2–4 years of experience at a proprietary trading firm, HFT organization, or leading systematic fund in a quantitative development, core engineering, or trader-engineer role.
  • Strong production-grade programming skills in Python plus meaningful systems experience with at least one of Rust, C++, or Java.
  • Hands-on experience with order management systems, smart order routers, execution engines, or comparable low-latency trading infrastructure.
  • Ability to read exchange protocol documentation, troubleshoot connectivity at the network layer, and reason about latency across an end-to-end system.
  • Experience with multi-venue trading or portfolio systems, including inventory management, hedging, and risk across multiple books.
  • Strong understanding of market microstructure, including order books, queue positioning, adverse selection, fee structures, and maker/taker economics.
  • Demonstrable technical portfolio such as GitHub projects, technical write-ups, side projects, or internal tools that you can discuss in depth.
  • Availability to overlap with at least one of the Singapore, Hong Kong, or Tokyo trading sessions.
  • Crypto or digital-asset experience is a strong advantage, particularly market making on CEXs/DEXs or on-chain trading strategies.
  • Familiarity with Aptos, Move, Solidity, on-chain perpetuals, options market making, or open-source trading infrastructure is a plus.
  • Genuine interest in combining quantitative thinking with hands-on software engineering; prior HFT trading-system experience is essential.

  Benefits:

  • Competitive base salary.
  • Variable compensation linked to delivery and team performance.
  • Meaningful protocol token allocation.
  • Insurance premium coverage.
  • Flexible vacation time.
  • Opportunity to work within a small, senior, technically sophisticated team.
  • Significant ownership and responsibility from the first weeks in the role.
  • Exposure to cutting-edge on-chain trading, market infrastructure, and quantitative engineering.