Responsibilities:

1. Develop an ultra-short-duration exotic options real-time pricing/quoting engine.

2. Implement core market-making risk controls: inventory skew, kill-switch, limits, circuit breakers, toxic/inactive regime gating.

3. Integrate and normalize market data (order book/trades, multi-platform extensible), and build a recording pipeline (JSONL/Parquet) with an offline replay toolchain.

4. Connect to execution/settlement: fills → inventory updates; full-chain auditing, observability, and stress testing.

Requirements:

1. Understanding of basic derivatives/pricing concepts: probabilities, volatility, risk premia, and the impact of mark-to-market conventions on arbitrage.

3. Proficiency in Rust (or C++/Go/Python): high throughput, real-time stream processing, state machines, reconnection/backoff strategies, backpressure handling.

4. Monitoring, alerting, and reliability: tracing/metrics, Prometheus/Grafana, SRE/on-call experience (a plus).