Low-Latency Arbitrage Developer (Shenzhen)
mamoru
- Shenzhen, China
- Mid Level
- Bachelor's degree
- Posted
Skills
Required
- RPC
- Hyperliquid
- DEX
Preferred
- arbitrage
- HFT
- co-location
- network tuning
- API/WebSocket optimisation
- order execution
- hedging logic
- C++ / Rust
- Go
- lock-free programming
Shenzhen About the role We are a global proprietary trading firm hiring a quant developer to build and optimise low-latency, cross-exchange arbitrage systems for Blockchain trading across CEXs and DEXs (Bybit, Hyperliquid etc).
Responsibilities
- Design and build a high-frequency (HFT) arbitrage system across multiple exchanges.
- Reduce tick-to-trade latency through co-location, network tuning, API/WebSocket optimisation and self-hosted nodes.
- Build market data handlers, order execution and hedging logic.
- Handle partial fills, leg risk, rate limits and exchange outages.
- Monitor latency and fill quality, and build kill switches and risk limits.
- Requirements 3+ years building HFT or arbitrage systems across multiple exchanges at a trading firm.
- Proven latency reduction in live production, with numbers.
- C++ or Rust required.
- Python or Go a plus.
- Skills in lock-free programming, CPU pinning, kernel bypass and Linux performance tuning.
- Knowledge of REST, WebSocket and FIX APIs, order books and perpetual futures.
Requirements
- Bachelor’s degree or above in Computer Science, Engineering or Mathematics.
- RPC, transaction signing, Hyperliquid or other DEX nodes.
- Exchange co-location experience