3+ years of live quant or systematic prop trading experience with P&L responsibility
Experience building and running nodes on DEX platforms like Hyperliquid
Proficient in on-chain coding with RPC, WebSocket feeds, and smart contracts; Python required
Demonstrated ability to measure and reduce execution latency in production environments
Deep understanding of perpetuals, funding, leverage, and liquidations
Solid grasp of exchange microstructure and order types
Bachelor's degree in Computer Science, Engineering, Finance, Mathematics, or a related field
Responsibilities
Develop, automate, and trade strategies on Hyperliquid, managing resulting P&L
Manage positions, leverage, margin, and funding exposure in real time
Build and run self-hosted DEX nodes and execution infrastructure
Measure and reduce latency, jitter, and throughput bottlenecks
Build and maintain market-data handlers and order-routing logic for on-chain venues
Create latency analytics and risk controls, including kill switches
Benefits
Opportunity to work with a global proprietary trading firm
Engagement in cutting-edge crypto trading across DEX and CEX venues
Ownership of end-to-end trading processes from infrastructure to live P&L
Collaborative environment with a focus on innovation and technology
Access to advanced trading tools and resources
Full Job Description
About the role We are a global proprietary trading firm trading across multiple asset classes. We are hiring a quant trading developer for our crypto desk to trade across DEX and CEX venues, with a primary focus on on-chain execution on DEXs (i.e. Hyperliquid). This role builds nodes, writes execution code, reduces latency and owns end to end from infrastructure to live P&L.
Key responsibilities
Trading: Develop, automate, and trade strategies on Hyperliquid with the firm's capital, i.e. arbitrage, liquidations, and funding capture, and own the resulting P&L.
Live risk: Manage positions, leverage, margin, and funding exposure in real time within risk limits.
Node infrastructure: Build and run self-hosted DEX (i.e. Hyperliquid) or other nodes and the execution infrastructure used for live trading.
Latency: Measure and reduce latency, jitter, and throughput bottlenecks across the full tick-to-trade path, including node sync, market-data handling, network connectivity, order signing, and order submission.
On-chain execution code: Build and maintain market-data handlers, internal order books, and order-routing logic for Hyperliquid and other on-chain venues.
Monitoring and controls: Build latency analytics (order round-trip, market-data delay, fill quality) and risk controls i.e. kill switches and position limits.
Requirements
Trading track record: 3+ years track of live quant or systematic prop trading with direct P&L responsibility, i.e. running systematic strategies on perpetual futures and managing positions, leverage, and funding in real time.
On-chain node experience: Has built and run a node on Hyperliquid or other DEX. Able to explain in depth its architecture, bottlenecks, and the latency trade-off.
On-chain coding: Strong hands-on with RPC, WebSocket feeds, transaction signing, and smart contract interaction. Python required; Rust, C++, or Go is a strong plus.
Latency: Proven record of measuring and reducing execution latency in production. Hands-on with latency profiling, network-level latency, and system tuning such as CPU pinning and async event loops.
Deep understanding of perpetuals, fundings, leverage, liquidations, and on-chain order books.
Solid grasp of exchange microstructure, i.e. order types, order-book events, rate limits.
Bachelor's degree or above in Computer Science, Engineering, Finance, Mathematics, or a related quantitative field.
Strongly preferred
Trading experience across both DEX and CEX venues, including cross-venue arbitrage.
Background in low-latency or HFT trading, including low-latency techniques i.e. lock-free structures and ring buffers.
