Our client are a small, focused, and exceptionally competitive proprietary trading firm specialising in high-performance on-chain trading. Unlike larger institutions with multiple layers of hierarchy, they operate as a tight-knit group of engineers and quants who work collaboratively to push the boundaries of speed and efficiency. Their edge lies in deep, hands-on engineering-ranging from networking optimisation's to advanced data pipelines-where performance truly matters.
Their Mission: To dominate on-chain markets through superior technology, aggressive innovation, and a relentless drive for efficiency. They believe in leveraging every competitive advantage possible, from complex HPC solutions to optimising lower-level code in C, Rust, and Python.
Role Overview: Join our team of innovative quants and analysts to build and maintain cutting-edge data pipelines, analytics platforms, and high-performance Python modules that drive strategic decisions. When Python's capabilities are pushed to the limit, you'll collaborate with C/Rust developers to integrate low-level optimizations, ensuring peak performance.
Key Responsibilities:
- Data Pipeline Development: Design and optimize data ingestion and transformation workflows using tools like Dask and ClickHouse, handling over 50TB of data.
- Quant Research Enablement: Convert quant requirements into scalable Python solutions, ensuring accurate and timely market data.
- System Performance: Identify and resolve bottlenecks in Python code, incorporating Rust/C extensions as needed.
- Collaboration: Partner with quants to develop new models and back-testing frameworks, and coordinate with infrastructure teams for robust deployments.
Required Skills & Experience:
- Strong Python Expertise: Proficient in asynchronous programming, advanced libraries (NumPy, Pandas), and performance tuning.
- Data Engineering: Experienced in large-scale data processing (e.g., Dask, Spark, or similar).
- Database Familiarity: Skilled in writing and optimizing queries in ClickHouse (or similar columnar databases).
- Analytical Mindset: Effective collaborator with quants to produce reliable, testable code.
Nice to Have:
- Background or interest in HPC (multi-threading, distributed computing).
- Experience writing Cython or Rust to optimize Python modules.
- Knowledge of trading (market microstructure, order types, risk management).
Ready to make a significant impact in a fast-paced, cutting-edge environment? Join us and push the boundaries of what's possible!
