- Shenzhen, China
- 2+ years
Responsibilities
- Design the multi-venue HFT arbitrage platform: market data, order-book normalisation, opportunity detection, multi-leg execution and hedging.
- Cut tick-to-trade latency to each venue through co-location, cloud-region placement, network/route optimisation and WebSocket/API tuning.
- Speed up on-chain execution through self-hosted nodes, RPC and transaction propagation.
- Profile and remove latency, jitter and throughput bottlenecks (network, kernel, serialisation, event loops).
- Handle partial fills, leg risk, rate limits and venue outages.
Requirements
- Bachelor's degree in CS, Engineering, Maths or related field
- Nice to have: Cross-exchange arbitrage experience
- Nice to have: Self-hosted nodes (Hyperliquid, Solana, EVM)
- Nice to have: Knowledge of perpetuals, funding, fees and rebates