Job Responsibilities:
- Design, develop and optimise the low latency trading system
- Design and optimise the research infrastructure to build and fine tune the latest up to date research models
- Work with research team to implement various types of strategies, understand in depth different aspects of risk models and strategy parameters constraints
- Design and maintain a firm wide data pipeline and research infra pipelines
- Design, develop and optimise the integration with major exchanges in the crypto investment venues
- Design, develop and optimise the modularised back-testing framework/simulation system for massive data handling
Job Requirements:
- Proficiency in C++11, OOP design and major design patterns
- Good knowledge in math, statistics and data analysis tools
- Proficiency in testing methodologies for complicated systems and applications
- Familiarity with the development process and operations in Linux environment
- Familiarity with HTTP, WebSocket and other TCP/IP related protocols
- Fluency in Mandarin