Job Description :

We are a proprietary trading and market-making firm operating across global markets, executing strategies that depend on fast, reliable decision-making and execution. We're looking for a Senior Software Engineer to design, build, and optimize the Python-based systems that power our trading operations from market data processing and order execution to risk and monitoring.

This is a hands-on engineering role focused on building high-performance, production-grade Python systems for a latency-sensitive trading environment. You'll work closely with quantitative researchers, traders, and infrastructure engineers to keep our systems fast, reliable, and competitive.

What You'll Do :

- Design, build, and maintain trading infrastructure in Python, including market data handlers, order execution logic, and strategy runners.

- Optimize Python code paths for low latency and high throughput using techniques such as asyncio, multiprocessing, vectorization (NumPy), and just-in-time compilation (Cython, Numba, or similar).

- Build and maintain tooling for research-to-production workflows, enabling quants to move strategies into live trading quickly and safely.

- Develop and improve simulation, backtesting, and replay frameworks to validate strategy and infrastructure changes.

- Build robust monitoring, alerting, logging, and risk-control systems for live trading.

- Profile production systems to identify and resolve performance bottlenecks.

- Collaborate with quant researchers to understand strategy logic and ensure efficient, correct production implementations.

- Participate in incident response and on-call rotation for production trading systems.

- Conduct code reviews, mentor junior engineers, and help shape engineering standards and practices.

- Continuously evaluate new tools, libraries, and techniques relevant to high-performance Python systems.

What We're Looking For :

- 3+ years of professional software engineering experience, with significant time spent on performance-sensitive or production trading systems.

- Expert-level Python, including deep familiarity with the asyncio ecosystem, concurrency/parallelism patterns, and performance profiling.

- Experience writing performant Python using NumPy/pandas, and optimizing hot paths with Cython, Numba, or similar tools.

- Solid understanding of networking fundamentals (TCP/UDP, multicast) and how they affect latency in trading systems.

- Experience with exchange connectivity or market data protocols (e.g., FIX, WebSocket APIs, REST APIs, proprietary feeds).

- Strong fundamentals in data structures, algorithms, and systems-level performance optimization.

- Comfortable working in a fast-paced, low-latency production environment with high accountability.

- Experience with profiling and performance analysis tools (cProfile, py-spy, line_profiler).

- Degree in Computer Science, Electrical Engineering, Mathematics, Physics, or a related field (or equivalent experience).

Nice to Have :

- Prior experience at an HFT, market-making, or proprietary trading firm.

- Experience interfacing Python with C/C++ extensions (pybind11, ctypes, Cython).

- Experience with high-performance messaging systems (ZeroMQ, Kafka, Redis pub/sub).

- Exposure to colocation environments, bare-metal infrastructure, and network tuning.

- Familiarity with futures, options, equities, or crypto market microstructure.