Quantitative Developer

Role overview

Trading infrastructure responsibilities

• Build integrations for 10–20+ crypto exchanges using REST, WebSocket, and FIX 4.4 where applicable; handle venue quirks, disconnects, and rate limits.
• Build a Python OMS for multi-account, multi-venue order placement, cancellation, partial fills, acknowledgements, and audit trails.
• Develop synchronized cross-exchange execution with retries, partial-fill rebalancing, and rollback handling.
• Build real-time funding-rate and opportunity scanners that account for fees, slippage, capital costs, and withdrawal latency.
• Ingest and normalize tick-level market data, handle gaps and replays, persist history, and feed real-time consumers.
• Maintain historical-replay backtesting with realistic slippage and latency models.
• Optimize execution latency using asynchronous and multithreaded Python and C++; profile hot paths and remove bottlenecks.
• Implement exposure limits, position caps, leverage checks, kill switches, and circuit breakers.
• Build versioned, documented REST APIs for order status, positions, balances, PnL, scanner output, and operator controls.
• Create a pluggable strategy execution framework with clear contracts between strategy code and platform.
• Work with quant strategy, DevOps, frontend, and QA on productionization, deployment, reliability, and release readiness.

Required qualifications

• 7+ years building production trading infrastructure in a quantitative development, algorithmic trading systems, or equivalent role.
• Strong Python proficiency, including Django or Flask, and C++ for performance-critical components.
• Hands-on broker or exchange API integration using REST, WebSocket, and FIX 4.4.
• Experience designing and shipping OMS and synchronized multi-account or multi-venue execution systems.
• Experience building algorithmic trading backtesting engines and high-throughput tick-level market-data pipelines.
• Experience with microservices and distributed systems, asynchronous communication, and resilience patterns.
• Working knowledge of at least one asset class: equity, F&O, forex, or crypto derivatives.
• Demonstrated measurable latency reduction or performance optimization in trading systems.
• Strong Git, code review, and CI/CD practices; able to own complex architecture and production reliability.

Preferred qualifications

• Crypto-derivatives exchange integration, including venues such as Binance, Bybit, OKX, Deribit, Delta Exchange, Hyperliquid, or dYdX.
• FIX 4.4 connectivity in UAE, GCC, or other regulated markets.
• MT4/MT5 Manager APIs, MQL5, or forex/CFD trading infrastructure.
• Founder, lead engineer, or solo-architect experience building a trading product end-to-end.
• Applied ML or NLP for trading signals, such as XGBoost, sentiment analysis, or trend prediction.
• Real-time trading dashboards, VPS deployment, low-latency hosting, or exchange-proximity infrastructure.
• Open-source contributions, public technical writing, or a public GitHub record of trading-system work.
• Familiarity with funding-rate mechanics, basis trading, or cross-exchange arbitrage.

Why join

• Architect core trading systems used by the firm's strategies and collaborate directly with the Head of Quant Strategy, CTO, and senior team.
• Modern stack includes Python, Django, Flask, C++, ClickHouse, Postgres, Redis, Docker, and AWS; Rust and Azure are on the roadmap.
• Systems will handle live capital, with performance-linked bonuses and comprehensive benefits.
• Flexible remote/hybrid arrangement, UAE primary office, and relocation support for the right candidate.
• Potential growth path toward Principal Engineer or Head of Trading Engineering.

Ideal candidate