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Quant Developer - Rust/C++

Technology
White Squire Technologies
1 month ago

Job description

QUANTITATIVE DEVELOPER (CRYPTO HFT / MARKET MAKING)

39k Group is a high-frequency trading firm operating globally across centralized crypto exchanges. We specialize in ultra-low-latency strategies and market making, scaling infrastructure to handle billions of events daily with microsecond-level performance.

ROLE :

  • Design, build, and operate ultra-low-latency automated trading systems for crypto market making and cross-exchange hedging. The core mandate is tick-to-trade latency optimization - from a market-data frame arriving on the socket to an order leaving the wire - in mission-critical, latency-sensitive codebases.

CORE RESPONSIBILITIES :

  • Design and maintain high-performance, high-throughput trading systems in Rust and C++, built to process massive market-data volumes with consistent, predictable performance under load.
  • Apply metal-level performance engineering : custom allocators, lock-free and wait-free concurrency, zero-copy parsing, cache- and branch-aware data structures, aggressive compiler tuning (LTO, target-CPU/instruction-set tuning), and elimination of per-tick/per-order allocations on the hot path.
  • Architect concurrency and runtime/threading models that isolate hot trading loops from background work to avoid tail stalls, scaling cleanly across available hardware.
  • Build exchange connectivity and market-data feed handlers across heterogeneous transports and protocols : TCP/UDP sockets, WebSocket, FIX, and SBE binary decoders; HMAC-authenticated sessions, robust reconnect/dedup logic, and venue-specific edge cases.
  • Implement market-making and order-book imbalance strategies across many instruments concurrently, plus cross-exchange hedging engines for real-time inventory and risk offset.
  • Build and maintain a low-latency Order Management System (OMS) - order placement, modification, and cancellation, lifecycle and state tracking, ack/fill handling, rate limiting, and reliable in-flight order accounting under high message rates.
  • Write clean, well-structured, maintainable code with sound OOP and systems design, clear ownership of modules, and thorough testing of hot-path correctness (including golden wire-format tests).

REQUIRED SKILLS :

  • Strong C++ and/or Rust with deep command of data structures, algorithms, and OOP; production track record on low-latency, performance-sensitive systems.
  • Mastery of concurrency and asynchronous programming - lock-free techniques, memory ordering, synchronization, and their tail-latency costs.
  • Solid grounding in Linux, networking, and socket-level programming - TCP and UDP, kernel/userspace boundaries, TCP tuning (TCP_NODELAY, etc.) - and the cost of allocations, locks, and syscalls.
  • Hands-on with exchange protocols : WebSocket, FIX, SBE, and binary/HMAC-authenticated APIs.
  • Production observability (Prometheus / OpenTelemetry / Grafana) and Python for tooling and analysis.
  • A bias toward clean, structured, well-documented code and rigorous engineering discipline.

NICE TO HAVE :

  • Prior crypto or traditional HFT / market-making / execution-systems experience.
  • Kernel-bypass / NUMA / multi-core optimization (e.g. DPDK, RDMA) and low-level OS/network tuning.
  • Experience integrating with centralized or decentralized exchange APIs.
  • Comfortable with scripting languages such as Python and Bash for automation, tooling, and ops.
Keywords
SOCKSMASSIVERustScigressGrafanaExecutableLinuxNI MassiveProxy serverPythonInterSystems CachéMachine codeAlgorithmic trading

Interested in this role?