• Design and implement arbitrage strategies (CEX ↔ DEX, cross-exchange, cross-market)
• Build and optimize low-latency execution systems (<100ms)
• Develop real-time market data pipelines using WebSocket and streaming data
• Integrate with CEX APIs (Binance, OKX) and DEX protocols (EVM, Solana)
• Implement order routing and execution logic to minimize slippage and cost
• Monitor and improve PnL, execution quality, and trading performance
• Collaborate to backtest, simulate, and deploy trading strategies

REQUIREMENTS:

• 4–5+ years backend development with Rust or Golang
• Bachelor's degree in Computer Science, Engineering, Mathematics
• Experience with low-latency systems, trading platforms, or real-time infrastructure (<100ms)
• Strong experience with CEX APIs, WebSockets, and streaming data systems
• Solid understanding of concurrency and high-performance system design
• Understanding of arbitrage, order execution, or trading workflows
• Familiarity with market microstructure, slippage, and liquidity dynamics
• Experience in trading, HFT, or market-making systems
• Background in quantitative trading or strategy development
• Familiarity with blockchain / DeFi ecosystems (Ethereum, Solana)
• Understanding of MEV, gas optimization, or on-chain execution is a plus 

• Ownership of mission-critical components within the trading infrastructure.
• A highly collaborative environment working directly with engineers and quantitative researchers.
• Complex, performance-driven challenges requiring exceptional optimization and technical depth.