High-Speed Crypto Quantitative Developer

Job Specification: High-Speed Crypto Quantitative Developer

Confidential Firm | 3–5 Years Experience

Role Summary

Architect low-latency, thread-safe C++ execution engines for statistical arbitrage and market making to capture high-frequency opportunities in crypto markets.

Key Responsibilities

• Strategy Implementation: Build optimized C++ execution engines for spread trading, targeting micro-latency opportunity windows.
• Concurrency & Safety: Architect thread-safe systems for massive asynchronous throughput; identify and resolve race conditions to prevent state mismatches and position blow-ups.
• Rigorous TDD: Enforce system stability via Test Driven Development (Unit, Regression, Integration) and mandatory automated test suites.
• Data Architecture: Construct high-performance pipelines using zero-copy serialization (e.g., FlatBuffers) to minimize parsing latency.
• Liquidity Management: Program dynamic liquidity logic based on book pressure to mitigate toxic flow.

Technical Proficiency

Core C++ & Concurrency

• Low-Level C++: Mastery of memory models, atomics, and memory barriers to achieve lock-free concurrency.
• Queue Systems: Ring/Circular Buffers, Lock-Free Queues, Bounded Blocking Queues, and SPSC/MPSC configurations.

Data Structures & Algorithms

• Order Book Management: Red-Black Trees, AVL Trees, Skip Lists, Intrusive/Doubly Linked Lists, Flat Arrays.
• Lookup & Indexing: Open-Addressing, Linear Probing, and Robin Hood Hash Maps; Tries (Radix Trees), Judy Arrays.
• Strategy & Analytics: Rolling Window Buffers, Deques, Binary Heaps (Priority Queues).
• Memory Management: Object Pools, Free Lists, Memory Arenas.

Mathematical Foundations

• Conditional Probability, Expected Value, Markov Chains, Law of Large Numbers.

Candidate Profile

• Education: Computer Science degree preferred (focus on OS, architecture, testing) over pure Mathematics.
• Pedigree: Top 1% academic background in Computer or Computational Science.
• Hardware Sympathy: Instinctive understanding of data access patterns and L1/L2/L3 cache locality to minimize misses.
• Engineering Discipline: Strong advocate for TDD to accelerate development cycles and reduce debugging.
• Ranker/winner: ICPC, TCO, GCJ, Codeforces, Battlecode, CUATS, IOI, IMC, MCM/ICM, IMO, etc