Job Description: - Responsible for designing, developing and maintaining the core market-making system, including: - Order book management, quote engine, inventory management, auto-replenishment, order cancellation and modification logic - Implementation of automated market-making strategies, including two-sided quoting, spread control, risk limits and hedging - High-performance, low-latency order interaction logic with connectivity to multiple leading exchanges - Integration with exchanges’ REST and WebSocket private and public APIs, supporting parallel operation of multiple trading pairs - Development of real-time market data and depth generation modules (candlesticks, ticks, depth push, etc.) - Optimization of system latency, throughput and stability to ensure reliable operation under high concurrency - Construction and maintenance of monitoring, alerting and logging systems for full observability - Participation in system architecture design, disaster recovery planning, and rapid fault diagnosis and resolution - Collaboration with the strategy team to continuously enhance market-making performance and risk controls Job Requirements: - Expertise in Golang or Java with a proven track record in high-concurrency, high-performance system development - Mandatory experience in cryptocurrency or traditional financial exchange development - Mandatory experience in market-making system development, including quoting, inventory, hedging and auto-replenishment modules - Familiarity with spot and derivatives order book structures, matching engines and order types - Proficiency with centralized exchange APIs (REST/WebSocket), including private endpoints - Solid understanding of asynchronous architectures, message queuing, multithreaded scheduling and memory optimization - Ability to independently design trading system modules and maintain them in a production environment - Ownership or demonstration of a commercially viable or demonstrable market-making system (strong plus) - Leadership in launching and maintaining a stable market-making system for over six months across multiple trading pairs - Experience in quantitative trading and market-making strategy development (e.g., spread strategies, inventory algorithms) - Experience with hedging systems, risk engines, risk control switches and kill-switch mechanisms - Background in Web3 exchanges, market-making firms or quantitative institutions - Expertise in low-latency network programming, lock-free data structures and cache optimization for performance tuning Benefits: - Remote work - 20 days of annual leave - Flexible working hours